Generating Moment Matching Scenarios Using Optimization Techniques (Q2848181)

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Generating Moment Matching Scenarios Using Optimization Techniques
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    Generating Moment Matching Scenarios Using Optimization Techniques (English)
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    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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