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Scenario generation for stochastic programming and simulation: a modelling perspective

2007; Oxford University Press; Volume: 20; Issue: 1 Linguagem: Inglês

10.1093/imaman/dpm027

1471-6798

Nico Di Domenica, C. Lucas, Gautam Mitra, P. Valente,

Simulation Techniques and Applications

Journal Article Scenario generation for stochastic programming and simulation: a modelling perspective Get access Nico Di Domenica, Nico Di Domenica Department of Mathematical Sciences, CARISMA, Brunel University, Uxbridge, Middlesex UB8 3PH, UK Search for other works by this author on: Oxford Academic Google Scholar Cormac Lucas, Cormac Lucas † Department of Mathematical Sciences, CARISMA, Brunel University, Uxbridge, Middlesex UB8 3PH, UK †Email: cormac.a.lucas@brunel.ac.uk Search for other works by this author on: Oxford Academic Google Scholar Gautam Mitra, Gautam Mitra Department of Mathematical Sciences, CARISMA, Brunel University, Uxbridge, Middlesex UB8 3PH, UK Search for other works by this author on: Oxford Academic Google Scholar Patrick Valente Patrick Valente Department of Mathematical Sciences, CARISMA, Brunel University, Uxbridge, Middlesex UB8 3PH, UK Search for other works by this author on: Oxford Academic Google Scholar IMA Journal of Management Mathematics, Volume 20, Issue 1, January 2009, Pages 1–38, https://doi.org/10.1093/imaman/dpm027 Published: 22 August 2007 Article history Received: 07 April 2007 Accepted: 03 May 2007 Published: 22 August 2007