Decision-based scenario clustering for decision-making under uncertainty
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Publication:2171324
DOI10.1007/s10479-020-03843-xzbMath1500.91054OpenAlexW3116607398MaRDI QIDQ2171324
Walter Rei, Janosch Ortmann, Mike Hewitt
Publication date: 8 September 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03843-x
Decision theory (91B06) Management decision making, including multiple objectives (90B50) Stochastic network models in operations research (90B15) Optimal stochastic control (93E20)
Related Items (2)
Problem-driven scenario clustering in stochastic optimization ⋮ Optimal scenario reduction for one- and two-stage robust optimization with discrete uncertainty in the objective
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