Scenario tree generation approaches using K-means and LP moment matching methods (Q442753): Difference between revisions

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-Li Yang
@@ Property / author: Li Yang / rank @@
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+OptiRisk
@@ Property / describes a project that uses: OptiRisk / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2012.05.020
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+W2095283796
@@ Property / OpenAlex ID: W2095283796 / rank @@
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@@ Property / cites work @@
+GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS
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@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
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+A note on scenario reduction for two-stage stochastic programs
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+Scenario tree modeling for multistage stochastic programs
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+Scenario tree reduction for multistage stochastic programs
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+Scenario tree generation for multiperiod financial optimization of optimal discretization
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+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
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@@ Property / cites work @@
+Scenarios for multistage stochastic programs
@@ Property / cites work: Scenarios for multistage stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Simulation and optimization approaches to scenario tree generation
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@@ Property / cites work @@
+Generating Scenario Trees for Multistage Decision Problems
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+Q3107467
@@ Property / cites work: Q3107467 / rank @@
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+The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
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+No-arbitrage conditions, scenario trees, and multi-asset financial optimization
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+Comment on “Generating Scenario Trees for Multistage Decision Problems”
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+Q5444109
@@ Property / cites work: Q5444109 / rank @@
+Normal rank