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Generating scenario trees: A parallel integrated simulation–optimization approach

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References

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1998An Approximate Method for Sampling Correlated Random Variables from Partially-Specified Distributions132 cited

Cited by

2013A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem47 cited
2012Risk-averse two-stage stochastic programs in furniture plants41 cited
2011A decision support system for strategic asset allocation39 cited
2014Data-driven multi-stage scenario tree generation via statistical property and distribution matching38 cited
2020

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A fuzzy inference based scenario building in two-stage optimization framework for sustainable recycling supply chain redesign

33 cited