arXiv Machine Learning June 4, 2026 By David Islip, Roy H. Kwon, Sanghyeon Bae, Woo Chang Kim

Contextual Scenario Generation for Two-Stage Stochastic Programming

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arXiv:2502. 05349v2 Announce Type: replace-cross Abstract: Two-stage stochastic programs (2SPs) are widely used for decision-making under uncertainty, but their practical deployment is often limited by the large number of scenarios needed to approximate the conditional distribution of uncertain outcomes.

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