Evaluation of scenario reduction algorithms with nested distance

DOI10.1007/s10287-020-00375-4OpenAlexW3048560882MaRDI QIDQ2221467

Miloš Kopa, Sebastiano Vitali, Markéta Horejšová, Vittorio Moriggia

Publication date: 2 February 2021

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-020-00375-4

zbMATH Keywords

scenario tree reductionmultistage stochastic optimizationnested distancenodal clustering

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability measures on topological spaces (60B05) Stochastic programming (90C15) Operations research and management science (90Bxx)

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Uses Software

• clusfind

Cites Work

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