Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale stochastic optimization: modeling aspects and scenario generation |
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Multiscale stochastic optimization: modeling aspects and scenario generation (English)
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28 February 2020
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stochastic programming
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scenario generation
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bridge process
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stochastic bridge
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diffusion bridge
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Lévy bridge
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compound Poisson bridge
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simulation of stochastic bridge
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multiple time scales
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multi-horizon
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multistage stochastic optimization
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