Generating Moment Matching Scenarios Using Optimization Techniques

Sanjay Mehrotra, Dávid Papp. Generating Moment Matching Scenarios Using Optimization Techniques. SIAM Journal on Optimization, 23(2):963-999, 2013. [doi]

@article{MehrotraP13,
  title = {Generating Moment Matching Scenarios Using Optimization Techniques},
  author = {Sanjay Mehrotra and Dávid Papp},
  year = {2013},
  doi = {10.1137/110858082},
  url = {http://dx.doi.org/10.1137/110858082},
  researchr = {https://researchr.org/publication/MehrotraP13},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {23},
  number = {2},
  pages = {963-999},
}