A review of scenario generation methods

DOI10.1504/IJCSM.2010.037446zbMath1206.90110OpenAlexW2052696840MaRDI QIDQ622835

Sovan Mitra, Nico Di Domenica

Publication date: 4 February 2011

Published in: International Journal of Computing Science and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijcsm.2010.037446

zbMATH Keywords

uncertaintystochastic programmingdecision makingstochastic optimisationscenariosscenario generation

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (4)

A diversity-based genetic algorithm for scenario generation ⋮ A New Scenario Reduction Method Based on Higher-Order Moments ⋮ A co-evolutionary matheuristic for the car rental capacity-pricing stochastic problem ⋮ A study on modeling the dynamics of statistically dependent returns

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