Multi-stage stochastic optimization: the distance between stochastic scenario processes

DOI10.1007/s10287-013-0185-3zbMath1362.90306MaRDI QIDQ2356157

Anna V. Timonina

Publication date: 29 July 2015

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-013-0185-3

zbMATH Keywords

stochastic programming; approximation; nested distributions

Mathematics Subject Classification ID

90C15: Stochastic programming

Related Items

Solution sensitivity-based scenario reduction for stochastic unit commitment, Product assortment and space allocation strategies to attract loyal and non-loyal customers, Evaluation of scenario reduction algorithms with nested distance

Uses Software

• QSIMVN

Cites Work

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