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"Scenario generation for stochastic optimization problems via the sparse ..."

Michael Chen, Sanjay Mehrotra, Dávid Papp (2015)

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DOI: 10.1007/S10589-015-9751-7

access: closed

type: Journal Article

metadata version: 2020-07-14

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Michael Chen, Sanjay Mehrotra, Dávid Papp:
Scenario generation for stochastic optimization problems via the sparse grid method. Comput. Optim. Appl. 62(3): 669-692 (2015)

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