Wait-and-judge scenario optimization
Wait-and-judge scenario optimization
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Scope and Contents
Contents
We consider convex optimization problems with uncertain, probabilistically described, constraints. In this context, scenario optimization is a well recognized methodology where a sample of the constraints is used to describe uncertainty. One says that the scenario solution generalizes well, or has a high robustness level, if it satisfies most of th...
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Full title
Wait-and-judge scenario optimization
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Author / Creator
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Record Identifier
TN_cdi_proquest_journals_1993208476
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1993208476
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ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-016-1056-9