Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems
DOI10.1137/17M1120555zbMATH Open1395.62297OpenAlexW2800461407MaRDI QIDQ3176237FDOQ3176237
Authors: Joseph Durante, Raj Patel, Warren Powell 
Publication date: 19 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1120555
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- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
- Multiarea stochastic unit commitment for high wind penetration in a transmission constrained network
- Lectures on stochastic programming. Modeling and theory.
- Level-crossing problems for random processes
- On the Distribution of the Two-Sample Cramer-von Mises Criterion
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