Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257)
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scientific article; zbMATH DE number 6945282
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| English | Multi-stage scenario generation by the combined moment matching and scenario reduction method |
scientific article; zbMATH DE number 6945282 |
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Multi-stage scenario generation by the combined moment matching and scenario reduction method (English)
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28 September 2018
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scenario generation
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multi-stage stochastic programming
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moment matching
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scenario reduction
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0.7961615920066833
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0.7850967049598694
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0.7752536535263062
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0.7750906348228455
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0.7693172097206116
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