A review of scenario generation methods
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Publication:622835
DOI10.1504/IJCSM.2010.037446zbMATH Open1206.90110OpenAlexW2052696840MaRDI QIDQ622835FDOQ622835
Authors: Sovan Mitra, Nico Di Domenica 
Publication date: 4 February 2011
Published in: International Journal of Computing Science and Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1504/ijcsm.2010.037446
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Cited In (14)
- Genetic Algorithms for Scenario Generation in Stochastic Programming
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
- A New Scenario Reduction Method Based on Higher-Order Moments
- Introduction to the Scenario Approach
- Optimisation of stochastic programming by hidden Markov modelling based scenario generation
- Scenario generation with distribution functions and correlations
- Scenarios in decision-support systems: Generation, estimation, and choice
- A copula-based heuristic for scenario generation
- Evaluation of scenario generation methods for stochastic programming
- A diversity-based genetic algorithm for scenario generation
- A study on modeling the dynamics of statistically dependent returns
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
- Problem-based optimal scenario generation and reduction in stochastic programming
- A co-evolutionary matheuristic for the car rental capacity-pricing stochastic problem
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