Forward and Backward Uncertainty Quantification in Optimization

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Abstract:

This contribution gathers some of the ingredients presented during the Iranian Operational Research community gathering in Babolsar in 2019.It is a collection of several previous publications on how to set up an uncertainty quantification (UQ) cascade with ingredients of growing computational complexity for both forward and reverse uncertainty propagation.

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Journal title

volume 10  issue None

pages  1- 17

publication date 2019-09

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