Optimization under uncertainty via random sampling of scenarios. I

MaRDI QIDQ3534129zbMATH OpenFDO

Authors Louis Anthony jun. Cox, Djangir A. Babayev

Publication date 3 November 2008

zbMATH Keywords

simulationdecision maker under uncertaintydeterministic solutionsSORS method

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15)

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Cited in

(3)

• Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation
• A novel sampling approach to combinatorial optimization under uncertainty
• Optimization under uncertainty via random sampling of scenarios. II

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