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

标题
A time series model for building scenarios trees applied to stochastic optimisation
作者
关键词
Scenario trees, Non-parametric techniques, Stochastic simulation, Stochastic Dual Dynamic Programming
出版物
出版商
Elsevier BV
发表日期
2014-12-18
DOI
10.1016/j.ijepes.2014.11.031

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