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What is Scenario-Based Linear Programming

Encyclopedia of Business Analytics and Optimization
Scenario-based linear programming is a type of stochastic linear programming in which the decision variables and constraints are determined by the number of samples or scenarios created. Normally, the samples or scenarios are retreived from big data.
Published in Chapter:
Large-Scale LP in Business Analytics
William Chung (City University of Hong Kong, Hong Kong)
Copyright: © 2014 |Pages: 10
DOI: 10.4018/978-1-4666-5202-6.ch126
Full Text Chapter Download: US $37.50 Add to Cart
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