Stochastic branch & bound applying target oriented branch & bound method to optimal scenario tree reduction

Volker Stix

doi:10.57938/487180a9-7737-4847-bf62-a3c09ffaa489

Stochastic branch & bound applying target oriented branch & bound method to optimal scenario tree reduction

Volker Stix

Data, Process and Knowledge Management

Publikation: Working/Discussion Paper › WU Working Paper

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Abstract

In this article a new branch & bound method is described. It uses an artificial target to improve its bounding capabilities. Therefore the new approach is faster compared to the classical one. It is applied to the stochastic problem of optimal scenario tree reduction. The aspects of global optimization are emphasized here. All necessary components for that problem are developed and some experimental results underline the benefits of the new approach. (author's abstract)

Originalsprache	Englisch
Erscheinungsort	Vienna
Herausgeber	Institut für Informationsverarbeitung und Informationswirtschaft, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/487180a9-7737-4847-bf62-a3c09ffaa489
Publikationsstatus	Veröffentlicht - 2002

Publikationsreihe

Reihe	Working Papers on Information Systems, Information Business and Operations
Nummer	03/2002
ISSN	2518-6809

WU Working Paper Reihe

Working Papers on Information Systems, Information Business and Operations

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10.57938/487180a9-7737-4847-bf62-a3c09ffaa489Lizenz: Nicht angegeben

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Zitat

Stix, V. (2002). Stochastic branch & bound applying target oriented branch & bound method to optimal scenario tree reduction. (Dec 2001 Aufl.) Institut für Informationsverarbeitung und Informationswirtschaft, WU Vienna University of Economics and Business. Working Papers on Information Systems, Information Business and Operations Nr. 03/2002 https://doi.org/10.57938/487180a9-7737-4847-bf62-a3c09ffaa489

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Stix, V 2002 'Stochastic branch & bound applying target oriented branch & bound method to optimal scenario tree reduction' Working Papers on Information Systems, Information Business and Operations, Nr. 03/2002, Dec 2001 Aufl., Institut für Informationsverarbeitung und Informationswirtschaft, WU Vienna University of Economics and Business, Vienna. https://doi.org/10.57938/487180a9-7737-4847-bf62-a3c09ffaa489

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