"A Heuristic for Moment-Matching Scenario Generation."

Kjetil Høyland, Michal Kaut, Stein W. Wallace (2003)

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DOI: 10.1023/A:1021853807313

access: closed

type: Journal Article

metadata version: 2020-07-14

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Kjetil Høyland, Michal Kaut, Stein W. Wallace:
A Heuristic for Moment-Matching Scenario Generation. Comput. Optim. Appl. 24(2-3): 169-185 (2003)

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