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Scenario generation for stochastic optimization problems via the sparse grid method |
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| Authors: | Michael Chen Sanjay Mehrotra Dávid Papp |
| Affiliation: | 1. Department of Mathematics and Statistics, York University, Toronto, Canada 2. Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL, 60208, USA 3. Department of Mathematics, North Carolina State University, Raleigh, NC, 27695, USA |
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