Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992)
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scientific article; zbMATH DE number 7182116
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| English | Scenario generation in stochastic programming using principal component analysis based on moment-matching approach |
scientific article; zbMATH DE number 7182116 |
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Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (English)
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25 March 2020
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scenario generation
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moment-matching
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principal component analysis
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stochastic programming
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0.8139931559562683
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0.8090334534645081
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0.8061617016792297
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0.7938882112503052
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0.7901796102523804
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