A heuristic for moment-matching scenario generation
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Publication:1866129
DOI10.1023/A:1021853807313zbMath1094.90579OpenAlexW1553000336MaRDI QIDQ1866129
Stein W. Wallace, Kjetil Høyland, Michal Kaut
Publication date: 3 April 2003
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021853807313
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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