FAST—Fast Algorithm for the Scenario Technique
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Publication:2935307
DOI10.1287/opre.2014.1257zbMath1302.90141OpenAlexW2112198937MaRDI QIDQ2935307
Simone Garatti, Algo Carè, Marco C. Campi
Publication date: 22 December 2014
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2014.1257
stochastic programmingrandomized algorithmsscenario approachchance-constrained optimizationsample-based methods
Related Items (7)
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension ⋮ On Conditional Risk Assessments in Scenario Optimization ⋮ Performance assessment and design of abstracted models for stochastic hybrid systems through a randomized approach ⋮ Wait-and-judge scenario optimization ⋮ On a class of interval predictor models with universal reliability ⋮ The wait-and-judge scenario approach applied to antenna array design ⋮ Risk and complexity in scenario optimization
Uses Software
Cites Work
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