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On Using Bootstrap Scenario-Generation for Multi-Period Stochastic Programming Applications

Domenii publicaţii > Ştiinţe informatice + Tipuri publicaţii > Articol în revistã ştiinţificã

Autori: G. Albeanu, Manuela Ghica, Fl. Popentiu-Vladicescu

Editorial: CCC Publications, International Journal of Computers Communications and Control, III, p.156 - 161, 2008.

Rezumat:

This paper proposes the usage of the bootstrap resampling for testing scenario generation methods in order to solve multi-period stochastic programming applications.

Cuvinte cheie: bootstrap, multi-period stochastic programming tree scenario-generation // bootstrap, multi-period stochastic programming tree scenario-generation

URL: http://journal.univagora.ro/download/pdf/270.pdf