{"id":"https://openalex.org/W1982566213","doi":"https://doi.org/10.1007/s10589-015-9751-7","title":"Scenario generation for stochastic optimization problems via the sparse grid method","display_name":"Scenario generation for stochastic optimization problems via the sparse grid method","publication_year":2015,"publication_date":"2015-04-18","ids":{"openalex":"https://openalex.org/W1982566213","doi":"https://doi.org/10.1007/s10589-015-9751-7","mag":"1982566213"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-015-9751-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-015-9751-7","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://www.osti.gov/biblio/1321132","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100705945","display_name":"Michael Chen","orcid":"https://orcid.org/0000-0002-5378-2371"},"institutions":[{"id":"https://openalex.org/I192455969","display_name":"York University","ror":"https://ror.org/05fq50484","country_code":"CA","type":"education","lineage":["https://openalex.org/I192455969"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Michael Chen","raw_affiliation_strings":["Department of Mathematics and Statistics, York University, Toronto, Canada","Department of Mathematics and Statistics , York University , Toronto , Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Statistics, York University, Toronto, Canada","institution_ids":["https://openalex.org/I192455969"]},{"raw_affiliation_string":"Department of Mathematics and Statistics , York University , Toronto , Canada","institution_ids":["https://openalex.org/I192455969"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5036216845","display_name":"Sanjay Mehrotra","orcid":"https://orcid.org/0000-0003-1106-1901"},"institutions":[{"id":"https://openalex.org/I111979921","display_name":"Northwestern University","ror":"https://ror.org/000e0be47","country_code":"US","type":"education","lineage":["https://openalex.org/I111979921"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Sanjay Mehrotra","raw_affiliation_strings":["Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA","Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA 60208#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA","institution_ids":["https://openalex.org/I111979921"]},{"raw_affiliation_string":"Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, USA 60208#TAB#","institution_ids":["https://openalex.org/I111979921"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058400272","display_name":"D\u00e1vid Papp","orcid":"https://orcid.org/0000-0003-4498-6417"},"institutions":[{"id":"https://openalex.org/I137902535","display_name":"North Carolina State University","ror":"https://ror.org/04tj63d06","country_code":"US","type":"education","lineage":["https://openalex.org/I137902535"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"D\u00e1vid Papp","raw_affiliation_strings":["Department of Mathematics, North Carolina State University, Raleigh, USA","Department of Mathematics, North Carolina State University, Raleigh, USA 27695"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, North Carolina State University, Raleigh, USA","institution_ids":["https://openalex.org/I137902535"]},{"raw_affiliation_string":"Department of Mathematics, North Carolina State University, Raleigh, USA 27695","institution_ids":["https://openalex.org/I137902535"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5058400272"],"corresponding_institution_ids":["https://openalex.org/I137902535"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.0172,"has_fulltext":false,"cited_by_count":22,"citation_normalized_percentile":{"value":0.82855432,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"62","issue":"3","first_page":"669","last_page":"692"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12404","display_name":"Mathematical Approximation and Integration","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9894999861717224,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sparse-grid","display_name":"Sparse grid","score":0.779671311378479},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6133973598480225},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5768029689788818},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.5056166648864746},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.4799526035785675},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.46473053097724915},{"id":"https://openalex.org/keywords/grid","display_name":"Grid","score":0.4433706998825073},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.44045987725257874},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.43567758798599243},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.35994136333465576},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.22529959678649902},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.12269958853721619},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09379810094833374},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.07665720582008362}],"concepts":[{"id":"https://openalex.org/C156439662","wikidata":"https://www.wikidata.org/wiki/Q7573793","display_name":"Sparse grid","level":2,"score":0.779671311378479},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6133973598480225},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5768029689788818},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.5056166648864746},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.4799526035785675},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.46473053097724915},{"id":"https://openalex.org/C187691185","wikidata":"https://www.wikidata.org/wiki/Q2020720","display_name":"Grid","level":2,"score":0.4433706998825073},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.44045987725257874},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.43567758798599243},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.35994136333465576},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.22529959678649902},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.12269958853721619},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09379810094833374},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.07665720582008362},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10589-015-9751-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-015-9751-7","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.686.3387","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.686.3387","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://users.iems.northwestern.edu/%7Edpapp/pub/sparse_grid_scengen.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:spr:coopap:v:62:y:2015:i:3:p:669-692","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10589-015-9751-7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:osti.gov:1321132","is_oa":true,"landing_page_url":"https://www.osti.gov/biblio/1321132","pdf_url":null,"source":{"id":"https://openalex.org/S4306402487","display_name":"OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I139351228","host_organization_name":"Office of Scientific and Technical Information","host_organization_lineage":["https://openalex.org/I139351228"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:osti.gov:1321132","is_oa":true,"landing_page_url":"https://www.osti.gov/biblio/1321132","pdf_url":null,"source":{"id":"https://openalex.org/S4306402487","display_name":"OSTI OAI (U.S. Department of Energy Office of Scientific and Technical Information)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I139351228","host_organization_name":"Office of Scientific and Technical Information","host_organization_lineage":["https://openalex.org/I139351228"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1972549441","display_name":null,"funder_award_id":"SC0005102","funder_id":"https://openalex.org/F4320306084","funder_display_name":"U.S. Department of Energy"},{"id":"https://openalex.org/G2372008586","display_name":null,"funder_award_id":"SP0011568","funder_id":"https://openalex.org/F4320306084","funder_display_name":"U.S. Department of Energy"},{"id":"https://openalex.org/G3797581696","display_name":null,"funder_award_id":"N00014210051","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320306084","display_name":"U.S. Department of Energy","ror":"https://ror.org/01bj3aw27"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":55,"referenced_works":["https://openalex.org/W11808602","https://openalex.org/W39337161","https://openalex.org/W334971109","https://openalex.org/W598051755","https://openalex.org/W1481280447","https://openalex.org/W1494277681","https://openalex.org/W1536336796","https://openalex.org/W1550038721","https://openalex.org/W1582706191","https://openalex.org/W1594563152","https://openalex.org/W1646309082","https://openalex.org/W1647779468","https://openalex.org/W1669838345","https://openalex.org/W1733504504","https://openalex.org/W1998213879","https://openalex.org/W1999024885","https://openalex.org/W2001346581","https://openalex.org/W2007742387","https://openalex.org/W2010111476","https://openalex.org/W2011200438","https://openalex.org/W2013576021","https://openalex.org/W2014857980","https://openalex.org/W2017411673","https://openalex.org/W2019254344","https://openalex.org/W2034607885","https://openalex.org/W2043419861","https://openalex.org/W2049536068","https://openalex.org/W2051718289","https://openalex.org/W2060013459","https://openalex.org/W2069877263","https://openalex.org/W2073732659","https://openalex.org/W2087233288","https://openalex.org/W2097641368","https://openalex.org/W2098660878","https://openalex.org/W2103455761","https://openalex.org/W2109012275","https://openalex.org/W2120991802","https://openalex.org/W2143782025","https://openalex.org/W2151084831","https://openalex.org/W2162515354","https://openalex.org/W2398934262","https://openalex.org/W2403013574","https://openalex.org/W2475586806","https://openalex.org/W2495956339","https://openalex.org/W2742900359","https://openalex.org/W3021722416","https://openalex.org/W3106024057","https://openalex.org/W3121641478","https://openalex.org/W3157252821","https://openalex.org/W4255975175","https://openalex.org/W4297937075","https://openalex.org/W4300580367","https://openalex.org/W4386445991","https://openalex.org/W6643231536","https://openalex.org/W7075695212"],"related_works":["https://openalex.org/W1999255047","https://openalex.org/W2040790268","https://openalex.org/W2047834101","https://openalex.org/W4312080235","https://openalex.org/W2539071726","https://openalex.org/W2590846572","https://openalex.org/W1966075772","https://openalex.org/W3035857177","https://openalex.org/W2763788391","https://openalex.org/W2948895238"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2014,"cited_by_count":1}],"updated_date":"2026-06-16T07:32:37.131356","created_date":"2025-10-10T00:00:00"}