A time series model for building scenarios trees applied to stochastic optimisation

Authors

Keywords

Scenario trees, Non-parametric techniques, Stochastic simulation, Stochastic Dual Dynamic Programming

Journal

Volume 67, Issue -, Pages 315-323

Publisher

Elsevier BV

Online

2014-12-18

DOI

10.1016/j.ijepes.2014.11.031

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