Scenario tree generation approaches using K-means and LP moment matching methods

Published 2012 View Full Article

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Title
Scenario tree generation approaches using K-means and LP moment matching methods
Authors
Keywords
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Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 236, Issue 17, Pages 4561-4579
Publisher
Elsevier BV
Online
2012-06-01
DOI
10.1016/j.cam.2012.05.020

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