scholarly journals Scenario generation for stochastic optimization problems via the sparse grid method

2015 ◽  
Vol 62 (3) ◽  
pp. 669-692 ◽  
Author(s):  
Michael Chen ◽  
Sanjay Mehrotra ◽  
Dávid Papp
Keyword(s):  
Stochastic Optimization ◽  
Optimization Problems ◽  
Grid Method ◽  
Sparse Grid ◽  
Scenario Generation ◽  
Sparse Grid Method

scholarly journals A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection

2015 ◽  
Vol 53 (3) ◽  
pp. 1508-1536 ◽  
Author(s):  
G. Zhang ◽  
C. Webster ◽  
M. Gunzburger ◽  
J. Burkardt
Keyword(s):  
Grid Method ◽  
Sparse Grid ◽  
High Dimensional ◽  
Discontinuity Detection ◽  
Sparse Grid Method

scholarly journals A hyper-spherical adaptive sparse-grid method for high-dimensional discontinuity detection

2014 ◽  
Author(s):  
Guannan Zhang ◽  
Clayton G. Webster ◽  
Max D. Gunzburger ◽  
John V. Burkardt
Keyword(s):  
Grid Method ◽  
Sparse Grid ◽  
High Dimensional ◽  
Discontinuity Detection ◽  
Sparse Grid Method

On applicability of the sparse grid method in the worst case setting

2006 ◽  
Vol 42 (2) ◽  
pp. 95-105 ◽  
Author(s):  
Fengbo Hang ◽  
Youming Li
Keyword(s):  
Grid Method ◽  
Sparse Grid ◽  
Worst Case ◽  
Sparse Grid Method
Sign in / Sign up

Export Citation Format

Share Document