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Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming
Arxiv
0+阅读 · 6月4日
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
Arxiv
0+阅读 · 4月21日
Multistage Conditional Compositional Optimization
Arxiv
0+阅读 · 4月15日
Metric Entropy-Free Sample Complexity Bounds for Sample Average Approximation in Convex Stochastic Programming
Arxiv
0+阅读 · 3月2日
From Sequential to Parallel: Reformulating Dynamic Programming as GPU Kernels for Large-Scale Stochastic Combinatorial Optimization
Arxiv
0+阅读 · 2月12日
Distributionally-Robust Optimization with Noisy Data for Discrete Uncertainties Using Total Variation Distance
Arxiv
0+阅读 · 2023年4月6日
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