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Observational data-based quality assessment of scenario generation for stochastic programs |
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| Authors: | Sarı Ay Didem Ryan Sarah M. |
| Affiliation: | 1.Department of Industrial Engineering, Alanya Alaaddin Keykubat University, 07450, Antalya, Turkey ;2.Industrial and Manufacturing Systems Engineering, Iowa State University, Ames, IA, 50011-2030, USA ; |
| Abstract: | Computational Management Science - In minimization problems with uncertain parameters, cost savings can be achieved by solving stochastic programming (SP) formulations instead of using expected... |
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