Scenario generation for stochastic optimization problems via the sparse grid method
Crossref DOI link: https://doi.org/10.1007/s10589-015-9751-7
Published Online: 2015-04-19
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Michael
Mehrotra, Sanjay
Papp, Dávid
Funding for this research was provided by:
U.S. Department of Energy (SC0005102, SP0011568)
Office of Naval Research (N00014210051)
Text and Data Mining valid from 2015-04-19
Version of Record valid from 2015-04-19
Article History
Received: 22 October 2012
First Online: 19 April 2015