Moment Methods for Decision Analysis
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(21)- CVaR distance between univariate probability distributions and approximation problems
- An improved method for solving hybrid influence diagrams
- Appointment scheduling with multiple providers and stochastic service times
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance
- Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models
- Project options valuation with net present value and decision tree analysis
- A new moment matching algorithm for sampling from partially specified symmetric distributions
- Distribution-free risk analysis
- Reexamining discrete approximations to continuous distributions
- A Simulation-Based Approach to Decision Making with Partial Information
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
- Discretizing distributions with exact moments: error estimate and convergence analysis
- Scenario construction and reduction applied to stochastic power generation expansion planning
- A generalization of the binomial distribution
- Quantile-Parameterized Distributions
- A framework for solving hybrid influence diagrams containing deterministic conditional distributions
- Discretization Precision and Assessment Error
- Robust analysis in stochastic simulation: computation and performance guarantees
- Building a stochastic programming model from scratch: a harvesting management example
- Efficient optimal Kolmogorov approximation of random variables
- An interesting property of the arcsine distribution and its applications
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