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Cited in
(16)- Scenarios in decision-support systems: Generation, estimation, and choice
- A study on modeling the dynamics of statistically dependent returns
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
- Scenario generation by selection from historical data
- Problem-based optimal scenario generation and reduction in stochastic programming
- Observational data-based quality assessment of scenario generation for stochastic programs
- A copula-based heuristic for scenario generation
- A diversity-based genetic algorithm for scenario generation
- Introduction to the Scenario Approach
- A New Scenario Reduction Method Based on Higher-Order Moments
- Scenario generation with distribution functions and correlations
- Genetic Algorithms for Scenario Generation in Stochastic Programming
- Evaluation of scenario generation methods for stochastic programming
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
- A co-evolutionary matheuristic for the car rental capacity-pricing stochastic problem
- Optimisation of stochastic programming by hidden Markov modelling based scenario generation
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