Decision-based scenario clustering for decision-making under uncertainty

Mike Hewitt; Janosch Ortmann; Janosch Ortmann; Walter Rei; Walter Rei

doi:10.1007/S10479-020-03843-X

Decision-based scenario clustering for decision-making under uncertainty

Mike Hewitt
, Janosch Ortmann
, Janosch Ortmann
, Walter Rei
, Walter Rei

Quinlan School of Business

Centre de Recherches Mathématiques
Université du Québec à Montréal
Université de Montréal

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Annals of Operations Research
DOIs	https://doi.org/10.1007/S10479-020-03843-X
State	Published - Jan 2 2021

Disciplines

Applied Mathematics
Computer Sciences

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10.1007/S10479-020-03843-XLicense: Unspecified

Cite this

@article{3ca39fc9ce294b669831552355b91575,

title = "Decision-based scenario clustering for decision-making under uncertainty",

author = "Mike Hewitt and Janosch Ortmann and Janosch Ortmann and Walter Rei and Walter Rei",

note = "In order to make sense of future uncertainty, managers have long resorted to creating scenarios that are then used to evaluate how uncertainty affects decision-making. The large number of scenarios that are required to faithfully represent several sources of uncertainty leads to major computational challenges in using these scenarios in a decision-support context.",

year = "2021",

month = jan,

day = "2",

doi = "10.1007/S10479-020-03843-X",

language = "American English",

journal = "Annals of Operations Research",

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TY - JOUR

T1 - Decision-based scenario clustering for decision-making under uncertainty

AU - Hewitt, Mike

AU - Ortmann, Janosch

AU - Rei, Walter

N1 - In order to make sense of future uncertainty, managers have long resorted to creating scenarios that are then used to evaluate how uncertainty affects decision-making. The large number of scenarios that are required to faithfully represent several sources of uncertainty leads to major computational challenges in using these scenarios in a decision-support context.

PY - 2021/1/2

Y1 - 2021/1/2

UR - https://link.springer.com/article/10.1007/s10479-020-03843-x

U2 - 10.1007/S10479-020-03843-X

DO - 10.1007/S10479-020-03843-X

M3 - Article

JO - Annals of Operations Research

JF - Annals of Operations Research

ER -

Decision-based scenario clustering for decision-making under uncertainty

Disciplines

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