A copula-based heuristic for scenario generation.

Published in: Comput. Manag. Sci. (2014)

Keyphrases

optimal solution
dynamic programming
search algorithm
simulated annealing
database
neural network
beam search
least squares
tabu search
combinatorial optimization
branch and bound
greedy heuristic
depth first search
generation process
maximum entropy
linear programming
upper bound
data mining
data sets