A new scenario reduction method based on higher-order moments
Weiguo Zhang, Xiaolei He
| Year of publication: |
2022
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|---|---|
| Authors: | Zhang, Weiguo ; He, Xiaolei |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 4, p. 1903-1918
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| Subject: | higher-order moments | improved Benders decomposition | mixed integer linear programming | scenario reduction | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Szenariotechnik | Scenario analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2021.1155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013362483