Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
Crossref DOI link: https://doi.org/10.1007/s10107-019-01451-7
Published Online: 2019-11-26
Published Print: 2022-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fairbrother, Jamie http://orcid.org/0000-0001-5134-4397
Turner, Amanda
Wallace, Stein W.
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (EP/H023151/1)
Text and Data Mining valid from 2019-11-26
Version of Record valid from 2019-11-26
Article History
Received: 15 January 2017
Accepted: 11 November 2019
First Online: 26 November 2019