Evaluation of scenario reduction algorithms with nested distance
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Publication:2221467
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
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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Cites Work
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