Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
Julien Keutchayan, Michel Gendreau, Antoine Saucier
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Keutchayan, Julien ; Gendreau, Michel ; Saucier, Antoine |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 14.2017, 3, p. 333-365
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| Subject: | Stochastic programming | Scenario tree | Decision policy | Out-of-sample evaluation | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10287-017-0279-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011710831