Risk and complexity in scenario optimization - Garatti, S.; Campi, M. C. (Mathematical programming, 2022)
Keywords: Calculus of Variations and Optimal Control; Optimization; Combinatorics; Complexity; Convexity; Full Length Paper; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Optimization; Risk assessment; Theoretical; Probabilistic constraints; 90C25; 62C12; Scenario approach; 90C15; Stochastic optimization; Data-driven optimization