Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184): Difference between revisions

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+Portfolio and investment risk analysis on global grids
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+Generating Scenario Trees for Multistage Decision Problems
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+Simulation and optimization approaches to scenario tree generation
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+A heuristic for moment-matching scenario generation
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+A method for simulating non-normal distributions
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+Simulating multivariate nonnormal distributions
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+Feature Article: Optimization for simulation: Theory vs. Practice
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+Coherent Measures of Risk
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+Scenarios for multistage stochastic programs
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