Search Results - "Narum, Benjamin S."

Problem-based scenario generation by decomposing output distributions by Narum, Benjamin S., Fairbrother, Jamie, Wallace, Stein W.

“…Scenario generation is required for most applications of stochastic programming to evaluate the expected effect of decisions made under uncertainty. We propose…”
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On the safe side of stochastic programming: bounds and approximations by Narum, Benjamin S., Maggioni, Francesca, Wallace, Stein W.

“…There will always be stochastic programs that are too large or complex to be solved in their basic form. In this article, we review, discuss, and compare…”
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