Data-driven scenario generation for two-stage stochastic programming

Optimisation under uncertainty has always been a focal point within the Process Systems Engineering (PSE) research agenda. In particular, the efficient manipulation of large amount of data for the uncertain parameters constitutes a crucial condition for effectively tackling stochastic programming pr...

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Bibliographic Details
Published in:	Chemical engineering research & design Vol. 187; pp. 206 - 224
Main Authors:	Bounitsis, Georgios L., Papageorgiou, Lazaros G., Charitopoulos, Vassilis M.
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.11.2022
Subjects:	Copulas Data-driven optimisation Moment Matching Problem Scenario generation Stochastic programming Copulas Moment Matching Problem Data-driven optimisation Scenario generation Stochastic programming
ISSN:	0263-8762
Online Access:	Get full text
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