arXiv Machine Learning By Haixiang Sun, Andrew Liu

Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming

Read the original on arXiv Machine Learning →

arXiv:2606. 05649v1 Announce Type: cross Abstract: Scenario generation is a critical component in stochastic programming (SP), as it directly influences the quality of decision-making under uncertainty.

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arXiv Machine Learning
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Contextual Scenario Generation for Two-Stage Stochastic Programming

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.

By David Islip, Roy H. Kwon, Sanghyeon Bae, Woo Chang Kim
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Efficient Weighted Sampling via Score-based Generative Models

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