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Data-driven scenario generation for two-stage stochastic programming

  • Published:2022-11 Issue: Volume:187 Page:206-224
  • ISSN:0263-8762
  • Container-title:Chemical Engineering Research and Design
  • language:en
  • Short-container-title:Chemical Engineering Research and Design

Author:

Bounitsis Georgios L.,Papageorgiou Lazaros G.,Charitopoulos Vassilis M.

Funder

Engineering and Physical Sciences Research Council

Publisher

Elsevier BV

Subject

General Chemical Engineering,General Chemistry

Reference60 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insur. Math. Econ.,2009

2. Stochastic optimisation based algorithms for process synthesis under uncertainty;Acevedo;Comput. Chem. Eng.,1998

3. Assessing solution quality in stochastic programs;Bayraksan;Math. Program.,2006

4. Assessing solution quality in stochastic programs via sampling;Bayraksan;INFORMS Tutor. Oper. Res,2009

5. A sequential sampling procedure for stochastic programming;Bayraksan;Oper. Res.,2011

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