 A related approach, named "Repetitive Scenario Design" aims at reducing the sample complexity of the solution by repeatedly alternating a scenario design phase (with reduced number of samples) with a randomized check of the feasibility of the ensuing solution.Consider a function formula_3 which represents the return of an investment; it depends on our vector of investment choices formula_4 and on the market state formula_5 which will be experienced at the end of the investment period.Given a stochastic model for the market conditions, we consider formula_2 of the possible states formula_7 (randomization of uncertainty).