Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830)
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scientific article; zbMATH DE number 7006815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Sampling Methods for Dynamic Stochastic Programming |
scientific article; zbMATH DE number 7006815 |
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Comparison of Sampling Methods for Dynamic Stochastic Programming (English)
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25 January 2019
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scenario generation
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sampling methods
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discretization error
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scenario-based approximation
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stochastic programming
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in-sample and out-of-sample tests
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