Generating Moment Matching Scenarios Using Optimization Techniques
DOI10.1137/110858082zbMath1273.90137OpenAlexW2014857980MaRDI QIDQ2848181
Publication date: 25 September 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/39f4bd229ca9a8edb208c8d46d18ea725fe437aa
cubaturecolumn generationconvex programmingsemi-infinite programmingmoment matchingscenario generationstatistical bounds
Convex programming (90C25) Applications of mathematical programming (90C90) Linear programming (90C05) Stochastic programming (90C15) Semi-infinite programming (90C34) Numerical quadrature and cubature formulas (65D32)
Related Items (9)
Uses Software
This page was built for publication: Generating Moment Matching Scenarios Using Optimization Techniques