Scenario generation in stochastic programming using principal component analysis based on moment-matching approach
Isha Chopra, Dharmaraja Selvamuthu
| Year of publication: |
2020
|
|---|---|
| Authors: | Chopra, Isha ; Selvamuthu, Dharmaraja |
| Published in: |
Opsearch : journal of the Operational Research Society of India. - New Delhi : Springer India, ISSN 0975-0320, ZDB-ID 2516085-0. - Vol. 57.2020, 1, p. 190-201
|
| Subject: | Scenario generation | Moment-matching | Principal component analysis | Stochastic programming | Stochastischer Prozess | Stochastic process | Hauptkomponentenanalyse | Mathematische Optimierung | Mathematical programming | 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: | 10.1007/s12597-019-00418-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012229936