Evaluation of scenario reduction algorithms with nested distance
Markéta Horejšová, Sebastiano Vitali, Miloš Kopa, Vittorio Moriggia
| Year of publication: |
2020
|
|---|---|
| Authors: | Horejšová, Markéta ; Vitali, Sebastiano ; Kopa, Miloš ; Moriggia, Vittorio |
| Subject: | Nested distance | Multistage stochastic optimization | Scenario tree reduction | Nodal clustering | Stochastischer Prozess | Stochastic process | Theorie | Theory | Szenariotechnik | Scenario analysis | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1007/s10287-020-00375-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272064