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Scenario reduction revisited: fundamental limits and guarantees |
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| Authors: | Rujeerapaiboon Napat Schindler Kilian Kuhn Daniel Wiesemann Wolfram |
| Institution: | 1.Risk Analytics and Optimization Chair, école Polytechnique Fédérale de Lausanne, Lausanne, Switzerland ;2.Imperial College Business School, Imperial College London, London, United Kingdom ; |
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