Problem-based optimal scenario generation and reduction in stochastic programming
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Publication:2118075
DOI10.1007/S10107-018-1337-6zbMATH Open1491.90105OpenAlexW2895500395WikidataQ129150867 ScholiaQ129150867MaRDI QIDQ2118075FDOQ2118075
Authors: Werner Römisch, René Henrion 
Publication date: 22 March 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-018-1337-6
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Cited In (22)
- Genetic Algorithms for Scenario Generation in Stochastic Programming
- Scenario Reduction Techniques in Stochastic Programming
- The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
- Stochastic constraint programming: A scenario-based approach
- Scenario generation for stochastic programming and simulation: a modelling perspective
- Scenario reduction in stochastic programming
- A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations
- Scenario reduction algorithms in stochastic programming
- Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
- Scenario reduction in stochastic programming with respect to discrepancy distances
- Problem-driven scenario clustering in stochastic optimization
- Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
- Scenario optimization
- A vector quantization approach to scenario generation for stochastic NMPC
- An empirical analysis of scenario generation methods for stochastic optimization
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems
- A review of scenario generation methods
- Evaluation of scenario generation methods for stochastic programming
- Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
- Optimal scenario tree reduction for stochastic streamflows in power generation planning problems
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
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