I would like to compare the performance of various scenario generation algorithms.
What are the metrics for comparing the performance of these algorithms?
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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).
answered Sep 1 '20 at 23:31
