Parameter estimation in stochastic scenario generation systems

European Journal of Operational Research

Volumn 118, Issue 3, 1999, Pages 563-577

  Mulvey, John M ^a   Rosenbaum, Daniel P ^a   Shetty, Bala ^b  

^a Princeton University   (United States)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; PARAMETER ESTIMATION; RANDOM PROCESSES; RISK ASSESSMENT; STRATEGIC PLANNING;

FINANCIAL PLANNING; SCENARIO GENERATION SYSTEMS; STOCHASTIC PROGRAMMING;

OPERATIONS RESEARCH;

EID: 0032654047     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(98)90323-X     Document Type: Article

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