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

DOI10.3934/jimo.2008.4.363zbMath1161.90450MaRDI QIDQ1008808

Werner Römisch, René Henrion, Christian Küchler

Publication date: 30 March 2009

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2008.4.363

zbMATH Keywords

stochastic programming; discrepancy; mixed-integer; chance constraints; two-stage; scenario reduction; Kolmogorov metric

Mathematics Subject Classification ID

90C11: Mixed integer programming

90C15: Stochastic programming

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