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G. Albeanu, Manuela Ghica, Fl. Popentiu-Vladicescu. On Using Bootstrap Scenario-Generation for Multi-Period Stochastic Programming Applications. International Journal of Computers Communications and Control, III, pp. 156 - 161, 2008.

Abstract: This paper proposes the usage of the bootstrap resampling for testing scenario generation methods in order to solve multi-period stochastic programming applications.

Keywords: bootstrap, multi-period stochastic programming tree scenario-generation

URL: http://journal.univagora.ro/download/pdf/270.pdf

Posted by G. Albeanu

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