An empirical analysis of scenario generation methods for stochastic optimization
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DOI: 10.1016/j.ejor.2016.05.021
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- Sa, Constantijn A.A. & Santos, Bruno F. & Clarke, John-Paul B., 2020. "Portfolio-based airline fleet planning under stochastic demand," Omega, Elsevier, vol. 97(C).
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Keywords
Stochastic optimization; Sample average approximation; Scenario generation; Probability metrics; Monte Carlo methods;All these keywords.
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