Browsing SINTEF Industri by Subject "Scenario generation"

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    • On scenario construction for stochastic shortest path problems in real road networks 

      Zhang, Dongqing; Wallace, Stein William; Guo, Zhaoxia; Dong, Yucheng; Kaut, Michal (Peer reviewed; Journal article, 2021)
      Stochastic shortest path (SSP) computations are often performed under very strict time constraints, so computational efficiency is critical. A major determinant for the CPU time is the number of scenarios used. We demonstrate ...

    • Scenario generation by selection from historical data 

      Kaut, Michal (Peer reviewed; Journal article, 2021)
      In this paper, we present and compare several methods for generating scenarios for stochastic-programming models by direct selection from historical data. The methods rangefromstandardsamplingandk-means,throughiteratives ...