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Clustering algorithms for scenario tree generation: Application to natural hydro inflows
8 references·2 citing·32 second hop
Clustering algorithms for scenario tree generation: Application to natural hydro inflows (2006)Clustering algorithms for scenario tree g…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Scenario Reduction Algorithms in Stochastic Programming (2003)Scenario Reduction Algorithms…A Heuristic for Moment-Matching Scenario Generation (2003)A Heuristic for Moment-Matchi…Scenario tree generation for multiperiod financial optimization by optimal discretization (2001)Scenario tree generation for …Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Scenarios for Multistage Stochastic Programs (2000)Scenarios for Multistage Stoc…Scenario reduction in stochastic programming: An approach using probability metrics (2000)Scenario reduction in stochas…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…A fuzzy inference based scenario building in two-stage optimization framework for sustainable recycling supply chain redesign (2020)A fuzzy inference based scena…A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (2013)A clustering approach for sce…Portfolio Selection: Efficient Diversification of Investments (1959)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Stochastic Programming (1995)Evaluation of scenario-generation methods for stochastic programming (2003)A robust optimization model for multi-site production planning problem in an uncertain environment (2006)Scenario tree modeling for multistage stochastic programs (2007)Simulating Multivariate Nonnormal Distributions (1983)Correlation control in small-sample Monte Carlo type simulations I: A simulated annealing approach (2009)Monte Carlo sampling-based methods for stochastic optimization (2014)Coherent Measures of Risk (1999)Scenario reduction in stochastic programming (2003)Exceptional Paper—Probability Encoding in Decision Analysis (1975)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)A framework for sensitivity analysis of decision trees (2017)Moment Methods for Decision Analysis (1993)Certainty Equivalents for Three-Point Discrete-Distribution Approximations (1994)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)A robust optimization approach to closed-loop supply chain network design under uncertainty (2010)Reverse logistics and closed-loop supply chain: A comprehensive review to explore the future (2014)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Developing a two-stage model for a sustainable closed-loop supply chain with pricing and advertising decisions (2021)Simulation optimisation methods applied in reverse logistics: a systematic review (2021)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Frameworks and Results in Distributionally Robust Optimization (2022)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Marrying supply chain sustainability and resilience: A match made in heaven (2016)A unified framework for stochastic optimization (2018)
this work references cited by second hop

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  • 2001Scenario tree generation for multiperiod financial optimization by optimal discretization337 cited

Cited by

  • 2013A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem47 cited
  • 2020A fuzzy inference based scenario building in two-stage optimization framework for sustainable recycling supply chain redesign33 cited

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