Optimization under uncertainty via random sampling of scenarios. I

zbMATH Open1149.90381MaRDI QIDQ3534129FDOQ3534129

Authors: Louis Anthony jun. Cox, Djangir A. Babayev 

Publication date: 3 November 2008

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zbMATH Keywords

simulationdecision maker under uncertaintydeterministic solutionsSORS method

Mathematics Subject Classification ID

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

Cited In (3)

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

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