A note on scenario reduction for two-stage stochastic programs

DOI10.1016/j.orl.2006.12.008zbMath1169.90420MaRDI QIDQ2467443

Werner Römisch, Holger Heitsch

Publication date: 21 January 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2006.12.008

zbMATH Keywords

stochastic programming; probability metric; two-stage; mass transportation; scenario reduction

Mathematics Subject Classification ID

90C15: Stochastic programming

90B06: Transportation, logistics and supply chain management

Related Items

Scenario reduction in stochastic programming with respect to discrepancy distances, Quantitative stability of fully random mixed-integer two-stage stochastic programs, Scenario tree reduction for multistage stochastic programs, Stability of multistage stochastic programs incorporating polyhedral risk measures, Scenario Reduction Techniques in Stochastic Programming

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