Clustering algorithms for scenario tree generation: application to natural hydro inflows

DOI10.1016/j.ejor.2005.11.045zbMath1123.90341OpenAlexW1986282701MaRDI QIDQ877626

Santiago Cerisola, Jesus M. Latorre, Andres Ramos

Publication date: 3 May 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.11.045

zbMATH Keywords

stochastic programminguncertainty modellingscenario tree generation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Stochastic programming (90C15)

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Cites Work

• Generating Scenario Trees for Multistage Decision Problems
• A heuristic for moment-matching scenario generation
• Introduction to Stochastic Programming
• Scenarios for multistage stochastic programs
• Scenario tree generation for multiperiod financial optimization of optimal discretization
• Unnamed Item