Add to ORKGScenario optimization considers decisions made on the grounds of past experience. A scenario decision is characterized by two fundamental elements: one is the performance the decision is expected to achieve and the other is the risk that this expected performance will not be met in a new case at hand. A mathematical theory offers an opportunity to study the trade-off between these two elements and in this presentation we shall try to highlight the principal conclusions of this theory. The significance of these results in the practical use of scenario optimization will also be discussed.Non UBCUnreviewedAuthor affiliation: Politecnico di MilanoFacult
In the field of data-driven optimization under uncertainty, scenario reduction is a commonly used t...
We develop a scenario optimization model for asset and liability management of individual investors....
In the eyes of many control scientists, the theory of the scenario approach is a tool for determinin...
Scenario optimization considers decisions made on the grounds of past experience. A scenario decisio...
In scenario optimization, decisions are made in the light of past situations (or scenarios), and the...
The scenario approach is a general methodology for data-based optimization that has attracted a grea...
In previous contributions, it has been shown that the “complexity” is a key indicator to quantify th...
Scenario optimization is a broad scheme for data-driven decision-making in which experimental observ...
Although many Mathematical Programming techniques have been developed for application to decision ma...
The scenario optimization method developed by Calafiore and Campi (2006) is a theoretically sound an...
Optimization of a portfolio involves the efficient allocation of assets given a specific goal and it...
The history of scenario planning is rich and varied. Throughout the ages people have tried to make d...
The article deals with the concept of scenario planning. Scenarios, as opposed to usual prediction ...
In the field of data-driven optimization under uncertainty, scenario reduction is a commonly used t...
We develop a scenario optimization model for asset and liability management of individual investors....
In the eyes of many control scientists, the theory of the scenario approach is a tool for determinin...
Scenario optimization considers decisions made on the grounds of past experience. A scenario decisio...
In scenario optimization, decisions are made in the light of past situations (or scenarios), and the...
The scenario approach is a general methodology for data-based optimization that has attracted a grea...
In previous contributions, it has been shown that the “complexity” is a key indicator to quantify th...
Scenario optimization is a broad scheme for data-driven decision-making in which experimental observ...
Although many Mathematical Programming techniques have been developed for application to decision ma...
The scenario optimization method developed by Calafiore and Campi (2006) is a theoretically sound an...
Optimization of a portfolio involves the efficient allocation of assets given a specific goal and it...
The history of scenario planning is rich and varied. Throughout the ages people have tried to make d...
The article deals with the concept of scenario planning. Scenarios, as opposed to usual prediction ...
In the field of data-driven optimization under uncertainty, scenario reduction is a commonly used t...
We develop a scenario optimization model for asset and liability management of individual investors....
In the eyes of many control scientists, the theory of the scenario approach is a tool for determinin...