"An Efficient Scenario Reduction Method for Problems with Higher Moment ..."

Xiaolei He, Weiguo Zhang (2025)

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DOI: 10.1287/IJOC.2022.0375

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type: Journal Article

metadata version: 2025-08-09

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Xiaolei He, Weiguo Zhang:
An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures. INFORMS J. Comput. 37(3): 743-760 (2025)

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