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Natural Sciences, Industrial Engineering, Mathematics +17

Scenario reduction in stochastic programming: An approach using probability metrics

Jitka Dupačová, Nicole Gröwe‐Kuska, Werner Römisch · OpenGrey (Institut de l'Information Scientifique et Technique) · 2000 · 520 citations · Full text

Business, Decision Sciences, Optimization +10

Using Copulas for Modeling Stochastic Dependence in Power System Uncertainty Analysis

G. Papaefthymiou, Dorota Kurowicka · IEEE Transactions on Power Systems · 2008 · 449 citations · Full text

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