Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
نویسندگان
چکیده
منابع مشابه
Evaluation of scenario-generation methods for stochastic programming
In this paper, we discuss the evaluation of quality/suitability of scenario-generation methods for a given stochastic programming model. We formulate minimal requirements that should be imposed on a scenario-generation method before it can be used for solving the stochastic programming model. We also show how the requirements can be tested. The procedure of testing a scenario-generation method ...
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ورودعنوان ژورنال:
- Comput. Manag. Science
دوره 14 شماره
صفحات -
تاریخ انتشار 2017