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ROUPEC, J.; POPELA, P.
Original Title
Scenario Generation And Analysis by Heuristic Algorithms
English Title
Type
Paper in proceedings (conference paper)
Original Abstract
The main purpose of this paper is to present how to use heuristic approaches, especially genetic algorithms, to a scenario manipulation in two-stage stochastic programming. The proposed technique is implemented in C++ and GANS and then tested on real-data examples.
English abstract
Keywords
Stochastic programming; scenarios; worst case analysis; heuristic and genetic algorithms
Key words in English
Authors
Released
24.10.2007
Publisher
Newswood Limited, International Association of Engineers
ISBN
978-988-98671-6-4
Book
Proceedings of the World Congress on Engineering and Computer Science 2007
Pages from
931
Pages to
935
Pages count
5
BibTex
@inproceedings{BUT25762, author="Jan {Roupec} and Pavel {Popela}", title="Scenario Generation And Analysis by Heuristic Algorithms", booktitle="Proceedings of the World Congress on Engineering and Computer Science 2007", year="2007", pages="931--935", publisher="Newswood Limited, International Association of Engineers", isbn="978-988-98671-6-4" }