Problem-based scenario generation by decomposing output distributions

DOI10.1016/J.EJOR.2024.04.006MaRDI QIDQ6982855zbMATH OpenFDO

Authors Jamie Fairbrother, Stein W. Wallace

Publication date 16 May 2025

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

zbMATH Keywords

singular value decompositionstochastic programmingproblem-based scenario generation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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