Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming (Q1008808)

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Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
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    Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming (English)
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    30 March 2009
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    stochastic programming
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    two-stage
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    mixed-integer
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    chance constraints
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    scenario reduction
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    discrepancy
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    Kolmogorov metric
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