Scenario generation in stochastic programming using principal component analysis based on moment-matching approach

DOI10.1007/S12597-019-00418-8OpenAlexW2981578047MaRDI QIDQ2307992

Isha Chopra, Dharmaraja Selvamuthu

Publication date: 25 March 2020

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-019-00418-8

zbMATH Keywords

stochastic programmingprincipal component analysisscenario generationmoment-matching

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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