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Dynamic generation of scenario trees

Citations

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Cited by:

  1. Raimund M. Kovacevic, 2019. "Arbitrage conditions for electricity markets with production and storage," Computational Management Science, Springer, vol. 16(4), pages 671-696, October.
  2. Li, Jinghua & Zhou, Jiasheng & Chen, Bo, 2020. "Review of wind power scenario generation methods for optimal operation of renewable energy systems," Applied Energy, Elsevier, vol. 280(C).
  3. Seljom, Pernille & Kvalbein, Lisa & Hellemo, Lars & Kaut, Michal & Ortiz, Miguel Muñoz, 2021. "Stochastic modelling of variable renewables in long-term energy models: Dataset, scenario generation & quality of results," Energy, Elsevier, vol. 236(C).
  4. Zhe Yan & Zhiping Chen & Giorgio Consigli & Jia Liu & Ming Jin, 2020. "A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems," Annals of Operations Research, Springer, vol. 292(2), pages 849-881, September.
  5. Nils Löhndorf & David Wozabal, 2023. "The Value of Coordination in Multimarket Bidding of Grid Energy Storage," Operations Research, INFORMS, vol. 71(1), pages 1-22, January.
  6. Egging, Ruud & Pichler, Alois & Kalvø, Øyvind Iversen & Walle–Hansen, Thomas Meyer, 2017. "Risk aversion in imperfect natural gas markets," European Journal of Operational Research, Elsevier, vol. 259(1), pages 367-383.
  7. Castro, Jordi & Escudero, Laureano F. & Monge, Juan F., 2023. "On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 268-285.
  8. Torres-Rincón, Samuel & Sánchez-Silva, Mauricio & Bastidas-Arteaga, Emilio, 2021. "A multistage stochastic program for the design and management of flexible infrastructure networks," Reliability Engineering and System Safety, Elsevier, vol. 210(C).
  9. Alonso-Ayuso, Antonio & Escudero, Laureano F. & Guignard, Monique & Weintraub, Andres, 2018. "Risk management for forestry planning under uncertainty in demand and prices," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1051-1074.
  10. Zhang, Hongyu & Grossmann, Ignacio E. & McKinnon, Ken & Knudsen, Brage Rugstad & Nava, Rodrigo Garcia & Tomasgard, Asgeir, 2025. "Integrated investment, retrofit and abandonment energy system planning with multi-timescale uncertainty using stabilised adaptive Benders decomposition," European Journal of Operational Research, Elsevier, vol. 325(2), pages 261-280.
  11. Julien Keutchayan & Michel Gendreau & Antoine Saucier, 2017. "Quality evaluation of scenario-tree generation methods for solving stochastic programming problems," Computational Management Science, Springer, vol. 14(3), pages 333-365, July.
  12. Julien Keutchayan & Janosch Ortmann & Walter Rei, 2023. "Problem-driven scenario clustering in stochastic optimization," Computational Management Science, Springer, vol. 20(1), pages 1-33, December.
  13. Raimund M. Kovacevic, 2019. "Valuation and pricing of electricity delivery contracts: the producer’s view," Annals of Operations Research, Springer, vol. 275(2), pages 421-460, April.
  14. Cadarso, Luis & Escudero, Laureano F. & Marín, Angel, 2018. "On strategic multistage operational two-stage stochastic 0–1 optimization for the Rapid Transit Network Design problem," European Journal of Operational Research, Elsevier, vol. 271(2), pages 577-593.
  15. Yu Mei & Zhiping Chen & Jia Liu & Bingbing Ji, 2022. "Multi-stage portfolio selection problem with dynamic stochastic dominance constraints," Journal of Global Optimization, Springer, vol. 83(3), pages 585-613, July.
  16. Xiaolei He & Weiguo Zhang, 2025. "An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures," INFORMS Journal on Computing, INFORMS, vol. 37(3), pages 743-760, May.
  17. Delgado, Felipe & Trincado, Ricardo & Pagnoncelli, Bernardo K., 2019. "A multistage stochastic programming model for the network air cargo allocation under capacity uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 131(C), pages 292-307.
  18. Pichler, Alois & Tomasgard, Asgeir, 2016. "Nonlinear stochastic programming–With a case study in continuous switching," European Journal of Operational Research, Elsevier, vol. 252(2), pages 487-501.
  19. Zhiping Chen & Wentao Ma, 2024. "A Bayesian approach to data-driven multi-stage stochastic optimization," Journal of Global Optimization, Springer, vol. 90(2), pages 401-428, October.
  20. İ. Esra Büyüktahtakın, 2022. "Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs," Annals of Operations Research, Springer, vol. 309(1), pages 1-35, February.
  21. Ksciuk, Jana & Kuhlemann, Stefan & Tierney, Kevin & Koberstein, Achim, 2023. "Uncertainty in maritime ship routing and scheduling: A Literature review," European Journal of Operational Research, Elsevier, vol. 308(2), pages 499-524.
  22. Escudero, Laureano F. & Monge, Juan F. & Rodríguez-Chía, Antonio M., 2020. "On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty," European Journal of Operational Research, Elsevier, vol. 287(1), pages 262-279.
  23. Séguin, Sara & Fleten, Stein-Erik & Côté, Pascal & Pichler, Alois & Audet, Charles, 2017. "Stochastic short-term hydropower planning with inflow scenario trees," European Journal of Operational Research, Elsevier, vol. 259(3), pages 1156-1168.
  24. Şifa Çelik & Layla Martin & Albert H. Schrotenboer & Tom Van Woensel, 2025. "Exact Two-Step Benders Decomposition for the Time Window Assignment Traveling Salesperson Problem," Transportation Science, INFORMS, vol. 59(2), pages 210-228, March.
  25. Narum, Benjamin S. & Goez, Julio C. & Wallace, Stein W., 2026. "Harvest planning under uncertainty for ocean-based salmon aquaculture," European Journal of Operational Research, Elsevier, vol. 332(1), pages 336-356.
  26. Veraguas, Julio Backhoff & Beiglböck, Mathias & Eder, Manu & Pichler, Alois, 2020. "Fundamental properties of process distances," Stochastic Processes and their Applications, Elsevier, vol. 130(9), pages 5575-5591.
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