A new scenario reduction method based on higher-order moments
Year of publication: |
2022
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Authors: | Zhang, Weiguo ; He, Xiaolei |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 4, p. 1903-1918
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Subject: | higher-order moments | improved Benders decomposition | mixed integer linear programming | scenario reduction | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method |
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