Scenario reduction in stochastic programming
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Publication:1396832
DOI10.1007/s10107-002-0331-0zbMath1023.90043OpenAlexW2742900359MaRDI QIDQ1396832
N. Gröwe-Kuska, Jitka Dupačová, Werner Römisch
Publication date: 13 July 2003
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-002-0331-0
stochastic programmingtransportation problemscenario reductionquantitative stabilityelectrical load scenario treeFortet-Mourier metrics
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