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

@@ Property / DOI @@
-.1016/j.cam.2012.05.020
@@ Property / DOI: 10.1016/j.cam.2012.05.020 / rank @@
-Normal rank
@@ Property / author @@
-Li Yang
@@ Property / author: Li Yang / rank @@
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@@ Property / author @@
+Li Yang
@@ Property / author: Li Yang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C70
@@ Property / Mathematics Subject Classification ID: 05C70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 90C05 / rank @@
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@@ Property / zbMATH DE Number @@
+6063186
@@ Property / zbMATH DE Number: 6063186 / rank @@
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@@ Property / zbMATH Keywords @@
+simulation
@@ Property / zbMATH Keywords: simulation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+K-means clustering
@@ Property / zbMATH Keywords: K-means clustering / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+scenario tree
@@ Property / zbMATH Keywords: scenario tree / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moment matching
@@ Property / zbMATH Keywords: moment matching / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+LP
@@ Property / zbMATH Keywords: LP / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MGARCH
@@ Property / zbMATH Keywords: MGARCH / rank @@
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@@ Property / describes a project that uses @@
+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
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+A note on scenario reduction for two-stage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenario tree modeling for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenario tree reduction for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenario tree generation for multiperiod financial optimization of optimal discretization
+Normal rank
@@ Property / cites work @@
+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Generating Scenario Trees for Multistage Decision Problems
+Normal rank
@@ Property / cites work @@
+Q3107467
@@ Property / cites work: Q3107467 / rank @@
+Normal rank
@@ Property / cites work @@
+The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
+Normal rank
@@ Property / cites work @@
+No-arbitrage conditions, scenario trees, and multi-asset financial optimization
+Normal rank
@@ Property / cites work @@
+Comment on “Generating Scenario Trees for Multistage Decision Problems”
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@@ Property / cites work @@
+Q5444109
@@ Property / cites work: Q5444109 / rank @@
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@@ Property / DOI @@
+.1016/J.CAM.2012.05.020
@@ Property / DOI: 10.1016/J.CAM.2012.05.020 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:442753