Scenario generation for stochastic optimization problems via the sparse grid method
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Publication:902086
DOI10.1007/S10589-015-9751-7zbMATH Open1331.90043OpenAlexW1982566213WikidataQ57435304 ScholiaQ57435304MaRDI QIDQ902086FDOQ902086
Authors: N. E. Zubov 
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
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Cites Work
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Cited In (8)
- A sparse grid approach to balance sheet risk measurement
- Problem-driven scenario clustering in stochastic optimization
- An empirical analysis of scenario generation methods for stochastic optimization
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems
- 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
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