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Multi-stage scenario generation by the combined moment matching and scenario reduction method
Rubasheuski, Uladzimir, Oppen, Johan, Woodruff, David L.Volume:
42
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2014.06.006
Date:
July, 2014
File:
PDF, 353 KB
english, 2014