A note on scenario reduction for two-stage stochastic programs

DOI10.1016/j.orl.2006.12.008zbMath1169.90420OpenAlexW2087583752MaRDI QIDQ2467443

Publication date: 21 January 2008

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2006.12.008

zbMATH Keywords

stochastic programming probability metric two-stage mass transportation scenario reduction

Mathematics Subject Classification ID

Stochastic programming (90C15) Transportation, logistics and supply chain management (90B06)

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