2017-02-21Buch
Scenariao Reduction Revisited: Fundamental Limits and Gurarantees
Rujeerapaiboon, Napat; Schindler, Kilian; Kuhn, Daniel; Wiesemann, Wolfram
The goal of scenario reduction is to approximate a given discrete distributionwith another discrete distribution that has fewer atoms. We distinguishcontinuous scenario reduction, where the new atoms may be chosen freely, ...