Data-driven multi-stage scenario tree generation via statistical property and distribution matching
نویسندگان
چکیده
منابع مشابه
Data-driven multi-stage scenario tree generation via statistical property and distribution matching
The objective of this paper is to bring systematic methods for scenario tree generation to the attention of the Process Systems Engineering community. In this paper, we focus on a general, data-driven optimization-based method for generating scenario trees, which does not require strict assumptions on the probability distributions of the uncertain parameters. This method is based on the Moment ...
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ژورنال
عنوان ژورنال: Computers & Chemical Engineering
سال: 2014
ISSN: 0098-1354
DOI: 10.1016/j.compchemeng.2014.04.012