A tabu search heuristic procedure in Markov chain bootstrapping

DOI10.1016/J.EJOR.2012.11.009MaRDI QIDQ2509526zbMATH OpenOpenAlexFDO

Authors Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari

Publication date 28 July 2014

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

Full work available at URL http://hdl.handle.net/11393/48796

zbMATH Keywords

bootstrappingelectricity pricesheuristic algorithmsMarkov chainstabu search

Mathematics Subject Classification ID

Search theory (90B40) Markov and semi-Markov decision processes (90C40) Approximation methods and heuristics in mathematical programming (90C59)

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