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"Multi-stage scenario generation by the combined moment matching and ..."
Uladzimir Rubasheuski, Johan Oppen, David L. Woodruff (2014)
- Uladzimir Rubasheuski, Johan Oppen, David L. Woodruff:
Multi-stage scenario generation by the combined moment matching and scenario reduction method. Oper. Res. Lett. 42(5): 374-377 (2014)
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