Genetic Algorithms for Scenario Generation in Stochastic Programming

DOI10.1007/978-1-4020-8919-0_36zbMath1176.90446OpenAlexW1494355229MaRDI QIDQ5302464

Jan Roupec, Pavel Popela

Publication date: 7 January 2009

Published in: Lecture Notes in Electrical Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4020-8919-0_36

zbMATH Keywords

stochastic programminggenetic algorithmscenario generationgoal-oriented

Mathematics Subject Classification ID

Stochastic programming (90C15)

Uses Software

• GAMS

Cites Work

• Generating Scenario Trees for Multistage Decision Problems
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• GENETIC ALGORITHM IN UNCERTAIN ENVIRONMENTS FOR SOLVING STOCHASTIC PROGRAMMING PROBLEM
• Scenarios for multistage stochastic programs
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Genetic Algorithms for Scenario Generation in Stochastic Programming