A heuristic for moment-matching scenario generation
type: Item
instance of: scholarly article
title: A heuristic for moment-matching scenario generation
zbMATH Open document ID: 1094.90579
DOI: 10.1023/A:1021853807313
author: Kjetil Høyland
author: Michal Kaut
author: Stein W. Wallace
published in: Computational Optimization and Applications
publication date: 2003-04-03T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 1892298
zbMATH Keywords: stochastic programming
zbMATH Keywords: scenario tree generation
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: heuristics
MaRDI profile type: Publication
full work available at URL: a:1021853807313
OpenAlex ID: W1553000336
description: scientific article; zbMATH DE number 1892298