Scenario-Tree Generation: With Michal Kaut

  • Alan J. King
  • Stein W. Wallace
Chapter
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

So far we have talked about models and structures with respect to uncertainty. But we have not talked about data. We have talked about prices and demand, deterministic or stochastic, we have talked about distributions of random variables. But rarely are these available in the format we need for our algorithm.

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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Alan J. King
    • 1
  • Stein W. Wallace
    • 2
  1. 1.T.J. Watson Research Center IBM CorporationYorktown HeightsUSA
  2. 2.Department of Management ScienceLancaster University Management SchoolLancasterUK

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