Risk and complexity in scenario optimization
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Publication:2118077
DOI10.1007/S10107-019-01446-4zbMATH Open1491.90104OpenAlexW2991484107WikidataQ126775600 ScholiaQ126775600MaRDI QIDQ2118077FDOQ2118077
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-019-01446-4
Convex programming (90C25) Empirical decision procedures; empirical Bayes procedures (62C12) Stochastic programming (90C15)
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Cited In (7)
- On Conditional Risk Assessments in Scenario Optimization
- Robust event-driven interactions in cooperative multi-agent learning
- Robust Control for Dynamical Systems with Non-Gaussian Noise via Formal Abstractions
- Sampling-Based Verification of CTMCs with Uncertain Rates
- Optimization of risk processes
- Title not available (Why is that?)
- Non-convex scenario optimization
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