FAST : fast algorithm for the scenario technique
Algo Carè; Simone Garatti; Marco C. Campi
| Year of publication: |
2014
|
|---|---|
| Authors: | Carè, Algo ; Garatti, Simone ; Campi, Marco C. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 62.2014, 3, p. 662-671
|
| Subject: | stochastic programming | chance-constrained optimization | randomized algorithms | sample-based methods | scenario approach | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm | Stochastischer Prozess | Stochastic process | Szenariotechnik | Scenario analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010381844