Multi-stage scenario generation by the combined moment matching and scenario reduction method
Uladzimir Rubasheuski; Johan Oppen; David L. Woodruff
| Year of publication: |
2014
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|---|---|
| Authors: | Rubasheuski, Uladzimir ; Oppen, Johan ; Woodruff, David L. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 42.2014, 5, p. 374-377
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| Subject: | Scenario generation | Multi-stage stochastic programming | Moment matching | Scenario reduction | Szenariotechnik | Scenario analysis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Matching |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010404378