Login / Signup

Multi-stage scenario generation by the combined moment matching and scenario reduction method.

Uladzimir RubasheuskiJohan OppenDavid L. Woodruff
Published in: Oper. Res. Lett. (2014)
Keyphrases
  • multistage
  • reduction method
  • dynamic programming
  • stochastic programming
  • production system
  • lot sizing
  • multi dimensional
  • selection algorithm
  • single stage