Evaluation of scenario-generation methods for stochastic programming
By Michal Kaut, Stein W. Wallace. 2007
582 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/c19c2858e1fec32215411fe9eef686bfc29a1a01
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Long Bao Le
- Stein-Erik Fleten
- Werner Römisch
- Asgeir Tomasgard
- Duong Tung Nguyen
- Salvador Pineda
- Holger Heitsch
- Antonio J. Conejo
In Economics and Econometrics
- Juan M. Morales
- Holger Heitsch
- Miguel Carrión
- Long Bao Le
- Stein-Erik Fleten
- Werner Römisch
- Asgeir Tomasgard
- Duong Tung Nguyen
In Management Science and Operations Research
- Antonio J. Conejo
- Juan M. Morales
- Miguel Carrión
- Holger Heitsch
- Werner Römisch
- Salvador Pineda
- Long Bao Le
- Stein-Erik Fleten
Citations in the corpus
- Model-Free Renewable Scenario Generation Using Generative Adversarial Networks (2017, unknown): “able from real historical samples, then we show that they also exhibit the same statistical properties [29], [30].”
- Generation Capacity Expansion Planning Under Hydro Uncertainty Using Stochastic Mixed Integer Programming and Scenario Reduction (2015, background): “Another set of techniques for scenario reduction in a more general context are the ones based on clustering [31], probability metrics [32], and importance sampling [33].”
- Prosumer bidding and scheduling in electricity markets (2016, methodology): “[27]) by generating several scenario trees, running the models and checking the total costs.”
- Generation of multivariate scenario trees to model stochasticity in power management (2005, background): “A systematic comparison, both theoretical and computationl, of these approaches has not been undertaken so far.”
- Risk-Constrained Profit Maximization for Microgrid Aggregators With Demand Response (2015, methodology): “We have applied the method in [55]–[57] to perform these stability tests.”
- Scenario Reduction for Futures Market Trading in Electricity Markets (2009, methodology): “A short overview of the most common methods is provided in [12].”