Enhancing explainability of stochastic programming solutions via scenario and recourse reduction
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Cites work
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
- A New Scenario Reduction Method Based on Higher-Order Moments
- Approaches to sensitivity analysis in linear programming
- Clustering algorithms for scenario tree generation: application to natural hydro inflows
- Decision-based scenario clustering for decision-making under uncertainty
- Generating scenario trees for multistage decision problems
- Introduction to stochastic programming.
- Julia: a fresh approach to numerical computing
- JuMP: a modeling language for mathematical optimization
- Least squares quantization in PCM
- Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization
- Problem-driven scenario clustering in stochastic optimization
- Random forests
- Scenario construction and reduction applied to stochastic power generation expansion planning
- Scenario reduction in stochastic programming
- The stochastic opportunistic replacement problem. II: A two-stage solution approach
- The voice of optimization
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