A note on scenario reduction for two-stage stochastic programs
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Publication:2467443
DOI10.1016/J.ORL.2006.12.008zbMATH Open1169.90420OpenAlexW2087583752MaRDI QIDQ2467443FDOQ2467443
Holger Heitsch, Werner Römisch
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
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Cited In (42)
- Observational data-based quality assessment of scenario generation for stochastic programs
- Tree approximation for discrete time stochastic processes: a process distance approach
- Scenario Reduction Techniques in Stochastic Programming
- Regularized decomposition of large scale block-structured robust optimization problems
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
- Hydrological scenario reduction for stochastic optimization in hydrothermal power systems
- A New Scenario Reduction Method Based on Higher-Order Moments
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
- A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations
- Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
- Bidding in sequential electricity markets: the Nordic case
- Scenario reduction in stochastic programming with respect to discrepancy distances
- Constraint generation for risk averse two-stage stochastic programs
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements
- An approximation scheme for the Kantorovich-Rubinstein problem on compact spaces
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- Scenario tree reduction for multistage stochastic programs
- Scenario tree generation approaches using K-means and LP moment matching methods
- A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty
- An empirical analysis of scenario generation methods for stochastic optimization
- Efficient solution selection for two-stage stochastic programs
- Scenario construction and reduction applied to stochastic power generation expansion planning
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- Risk-averse two-stage stochastic programs in furniture plants
- Scenario reduction revisited: fundamental limits and guarantees
- Dynamic generation of scenario trees
- Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk
- Liner ship bunkering and sailing speed planning with uncertain demand
- Constructing branching trees of geostatistical simulations
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Fostering long-term care planning in practice: extending objectives and advancing stochastic treatment within location-allocation modelling
- Stability of multistage stochastic programs incorporating polyhedral risk measures
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management
- Problem-based optimal scenario generation and reduction in stochastic programming
- Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Scenario Tree Generation for Multi-stage Stochastic Programs
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