I would like to compare the performance of various scenario generation algorithms.
What are the metrics for comparing the performance of these algorithms?
Thanks for reading.
M.K.
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Sign up to join this communityI would like to compare the performance of various scenario generation algorithms.
What are the metrics for comparing the performance of these algorithms?
Thanks for reading.
M.K.
I did a little research and found the paper that I have cited below. I think with 517 citations this paper and the reference therein can be a good source for you.
Paper: Kaut, Michal, and Stein W. Wallace. "Evaluation of scenario-generation methods for stochastic programming." (2003).