A heuristic for moment-matching scenario generation (Q1866129)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heuristic for moment-matching scenario generation |
scientific article |
Statements
A heuristic for moment-matching scenario generation (English)
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3 April 2003
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stochastic programming
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scenario tree generation
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Cholesky decomposition
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heuristics
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