Adaptability via sampling

摘要: There has recently been considerable attention devoted to sample-based approaches chance constraints in stochastic programming, and also multi-stage optimization formulations. In this short paper, we consider the merits of a joint approach. A specific motivation for us, is possibility developing techniques suitable integer-constrained future stages. We propose technique based on structured adaptability, some recent sampling techniques, that results sample complexity polynomial number Thus circumvent difficulty traditionally plagued This allows us provide hierarchy adaptability schemes, not only continuous problems, but discrete problems.