A heuristic for moment-matching scenario generation (Q1866129)
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scientific article; zbMATH DE number 1892298
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A heuristic for moment-matching scenario generation |
scientific article; zbMATH DE number 1892298 |
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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0.8714682459831238
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0.8302040696144104
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0.8060531616210938
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0.7994023561477661
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0.7971212267875671
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