Scenario generation for stochastic optimization problems via the sparse grid method

Michael Chen, Sanjay Mehrotra, Dávid Papp. Scenario generation for stochastic optimization problems via the sparse grid method. Comp. Opt. and Appl., 62(3):669-692, 2015. [doi]

Authors

Michael Chen

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Sanjay Mehrotra

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Dávid Papp

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