"Generating Moment Matching Scenarios Using Optimization Techniques."

Sanjay Mehrotra, Dávid Papp (2013)

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DOI: 10.1137/110858082

access: closed

type: Journal Article

metadata version: 2020-06-08

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Sanjay Mehrotra, Dávid Papp:
Generating Moment Matching Scenarios Using Optimization Techniques. SIAM J. Optim. 23(2): 963-999 (2013)

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