An empirical analysis of scenario generation methods for stochastic optimization
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Publication:323497
DOI10.1016/j.ejor.2016.05.021zbMath1346.90643OpenAlexW2401215742MaRDI QIDQ323497
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://epub.wu.ac.at/5594/1/Loehndorf_2016_Scenario_generation.pdf
stochastic optimizationMonte Carlo methodsprobability metricssample average approximationscenario generation
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Uses Software
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