Scenario generation for stochastic optimization problems via the sparse grid method
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Publication:902086
DOI10.1007/s10589-015-9751-7zbMath1331.90043OpenAlexW1982566213WikidataQ57435304 ScholiaQ57435304MaRDI QIDQ902086
Publication date: 7 January 2016
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-015-9751-7
Related Items (6)
Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems ⋮ From scenarios to conditional scenarios in two‐stage stochastic MILP problems ⋮ Problem-driven scenario clustering in stochastic optimization ⋮ Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization ⋮ Quality evaluation of scenario-tree generation methods for solving stochastic programming problems ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
Uses Software
Cites Work
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