Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems

Joseph Durante, Raj Patel, Warren B. Powell. Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems. SIAM/ASA J. Uncertain. Quantification, 6(2):596-626, 2018. [doi]

@article{DurantePP18,
  title = {Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems},
  author = {Joseph Durante and Raj Patel and Warren B. Powell},
  year = {2018},
  doi = {10.1137/17M1120555},
  url = {https://doi.org/10.1137/17M1120555},
  researchr = {https://researchr.org/publication/DurantePP18},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {6},
  number = {2},
  pages = {596-626},
}