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"Scenario generation for stochastic optimization problems via the sparse ..."
Michael Chen, Sanjay Mehrotra, Dávid Papp (2015)
- 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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