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. [doi]
@article{RubasheuskiOW14,
title = {Multi-stage scenario generation by the combined moment matching and scenario reduction method},
author = {Uladzimir Rubasheuski and Johan Oppen and David L. Woodruff},
year = {2014},
doi = {10.1016/j.orl.2014.06.006},
url = {http://dx.doi.org/10.1016/j.orl.2014.06.006},
researchr = {https://researchr.org/publication/RubasheuskiOW14},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {42},
number = {5},
pages = {374-377},
}