Diff2SP is a diffusion-based generative model that embeds stochastic optimization objectives into scenario generation and supplies regret bounds plus sample-complexity guarantees relative to GANs.
arXiv preprint arXiv:2311.13087 , year=
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Diff2SP: Diffusion Models for Correlated Scenario Generation in Stochastic Programming
Diff2SP is a diffusion-based generative model that embeds stochastic optimization objectives into scenario generation and supplies regret bounds plus sample-complexity guarantees relative to GANs.