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Multi-stage scenario generation by the combined moment matching and scenario reduction method - MaRDI portal

Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257)

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scientific article; zbMATH DE number 6945282
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Multi-stage scenario generation by the combined moment matching and scenario reduction method
scientific article; zbMATH DE number 6945282

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    Multi-stage scenario generation by the combined moment matching and scenario reduction method (English)
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    28 September 2018
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    scenario generation
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    multi-stage stochastic programming
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    moment matching
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    scenario reduction
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