Mitra, Sovan; Limb, Sungmook; Karathanasopoulos, Andreas - In: Operations research perspectives 6 (2019), pp. 1-12
management. Our scenario generation method is able to produce more representative scenarios by utilising the data driven … model "overfitting" by utilising a multiple of linear regression functions, hence our scenarios are more reliable. Finally …, our scenario generation method enables parsimonious incorporation of decision analysis, such as worst case scenarios …