12 research outputs found

    Scenario generation with distribution functions and correlations

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    summary:In this paper, we present a method for generating scenarios for two-stage stochastic programs, using multivariate distributions specified by their marginal distributions and the correlation matrix. The margins are described by their cumulative distribution functions and we allow each margin to be of different type. We demonstrate the method on a model from stochastic service network design and show that it improves the stability of the scenario-generation process, compared to both sampling and a method that matches moments and correlations

    Prioritization of Trains: mathematical model

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    -We present a mathematical optimization model suitable for providing decision support on train dispatching on small and medium sized regional lines. An implementation of the model has undergone extensive real life testing at the Stavanger train dispatching central on the Stavanger- Mol line from February to October 2014. During this test period the model has been solved about 40 000 times, typically finding the optimal solution within two-four seconds
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