Copula Effect on Scenario Tree

  title={Copula Effect on Scenario Tree},
  author={Kristina Sutiene and Henrikas Pranevicius}
stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future environment developments. In the present paper, the scenario model is developed for the case when enough data paths can be generated, but due to solvability of stochastic program the scenario… CONTINUE READING