Evaluation of scenario generation methods for stochastic programming (PJO) |
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Volume3
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Number 2
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pp. 257-271
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Evaluation of scenario generation methods for stochastic programming |
Michal Kaut and Stein W. Wallace |
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Key words |
Mathematices Subject Classification |
stochastic programming, scenario tree, scenario generation, stability |
90C15, 0C31 |
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Copyright© 2011 Yokohama Publishers |
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