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Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization.
Zukui Li
Christodoulos A. Floudas
Published in:
Comput. Chem. Eng. (2014)
Keyphrases
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mixed integer linear
probabilistic model
distance measure
linear programming
main contribution
reduction method
optimization scheme
data sets
dynamic programming
random variables
theoretical framework
constrained optimization
optimal strategy
optimal design
risk minimization