Generating moment matching scenarios using optimization techniques (Q2848181)
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scientific article; zbMATH DE number 6211569
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| default for all languages | No label defined |
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| English | Generating moment matching scenarios using optimization techniques |
scientific article; zbMATH DE number 6211569 |
Statements
25 September 2013
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scenario generation
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moment matching
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cubature
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column generation
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convex programming
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statistical bounds
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semi-infinite programming
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Generating moment matching scenarios using optimization techniques (English)
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0.8026350140571594
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0.7994023561477661
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0.7752536535263062
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0.7659971714019775
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0.7593212723731995
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