Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621)
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scientific article; zbMATH DE number 6950389
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| English | Quality evaluation of scenario-tree generation methods for solving stochastic programming problems |
scientific article; zbMATH DE number 6950389 |
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Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (English)
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10 October 2018
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stochastic programming
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scenario tree
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decision policy
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out-of-sample evaluation
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0.8311377167701721
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0.8292592763900757
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0.8085253238677979
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0.8023880124092102
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0.779657244682312
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