Observational data-based quality assessment of scenario generation for stochastic programs

DOI10.1007/s10287-019-00349-1OpenAlexW2884653214WikidataQ128295036 ScholiaQ128295036MaRDI QIDQ2320473

Didem Sarı Ay, Sarah M. Ryan

Publication date: 23 August 2019

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

Full work available at URL: https://doi.org/10.1007/s10287-019-00349-1

zbMATH Keywords

stochastic programmingscenario generation method assessmentscenario quality

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• SIPLIB

Cites Work

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• Assessing solution quality in stochastic programs
• Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network
• Miscellanea. A note on generating correlated binary variables
• Introduction to Stochastic Programming