Scenario generation by selection from historical data
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DOI: 10.1007/s10287-021-00399-4
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References listed on IDEAS
- Georg Ch. Pflug & Alois Pichler, 2011. "Approximations for Probability Distributions and Stochastic Optimization Problems," International Series in Operations Research & Management Science, in: Marida Bertocchi & Giorgio Consigli & Michael A. H. Dempster (ed.), Stochastic Optimization Methods in Finance and Energy, edition 1, chapter 0, pages 343-387, Springer.
- Francisco Munoz & Jean-Paul Watson, 2015. "A scalable solution framework for stochastic transmission and generation planning problems," Computational Management Science, Springer, vol. 12(4), pages 491-518, October.
- Kjetil Høyland & Stein W. Wallace, 2001. "Generating Scenario Trees for Multistage Decision Problems," Management Science, INFORMS, vol. 47(2), pages 295-307, February.
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- Michal Kaut, 2024. "Handling of long-term storage in multi-horizon stochastic programs," Computational Management Science, Springer, vol. 21(1), pages 1-26, June.
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- Olkkonen, Ville & Lind, Arne & Rosenberg, Eva & Kvalbein, Lisa, 2023. "Electrification of the agricultural sector in Norway in an effort to phase out fossil fuel consumption," Energy, Elsevier, vol. 276(C).
- Tristan Rigaut & Pierre Carpentier & Jean-Philippe Chancelier & Michel Lara, 2024. "Decomposition methods for monotone two-time-scale stochastic optimization problems," Computational Management Science, Springer, vol. 21(1), pages 1-37, June.
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Keywords
Stochastic programming; Scenario generation;Statistics
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