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This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a variety of fields, including machine learning, quantitative finance, control, and identification. The scenario approach has been given a solid mathematical foundation in recent years, addressing fundamental questions such as: How should experience be incorporated in the decision process to optimize the result? How well...