An empirical analysis of scenario generation methods for stochastic optimization

Reference : An empirical analysis of scenario generation methods for stochastic optimization


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	To cite this reference:	http://hdl.handle.net/10993/46000

Title :	An empirical analysis of scenario generation methods for stochastic optimization
Language :	English
Author, co-author :	Löhndorf, Nils [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) >]
Publication date :	2016
Journal title :	European Journal of Operational Research
Publisher :	North-Holland
Volume :	255
Issue/season :	1
Pages :	121--132
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/46000

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Limited access	Löhndorf (2016, EJOR) Scenario Generation.pdf		Publisher postprint	837.87 kB	Request a copy

All documents in ORBi^lu are protected by a user license.