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Scenario generation for obtaining sound solutions

Scenario generation for obtaining sound solutions

Kategori
Vitenskapelig foredrag
Sammendrag
For any optimization problem, the quality of the solution depends heavily on the quality of the input data. In stochastic programming, the input for the models is usually given in the form of scenario trees based on an underlying statistical distribution. We look at examples where the discretization of the underlying distributions gives unstable results that are too optimistic and turn out to be infeasible when tested using the underlying distribution.
Språk
Engelsk
Forfatter(e)
Institusjon(er)
  • Ukjent
  • SINTEF Digital
  • Høgskolen i Molde - Vitenskapelig høgskole i logistikk
Presentert på
INFORMS Annual Meeting 2007
Sted
Seattle, Washington
Dato
04.11.2007 - 07.11.2007
Arrangør
Institute for Operations Research and the Management Science
År