Multistage K-Means Clustering for Scenario Tree Construction
نویسندگان
چکیده
منابع مشابه
Multistage K-Means Clustering for Scenario Tree Construction
In stochastic programming and decision analysis, an important issue consists in the approximate representation of the multidimensional stochastic underlying process in the form of scenario tree. This paper presents the approach to generate the multistage multidimensional scenario tree out of a set of scenario fans. For this purpose, the multistage K-means clustering algorithm is developed. The ...
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ژورنال
عنوان ژورنال: Informatica
سال: 2010
ISSN: 0868-4952,1822-8844
DOI: 10.15388/informatica.2010.277