Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization

DOI10.1287/OPRE.2022.2265OpenAlexW4226360597WikidataQ120689909 ScholiaQ120689909MaRDI QIDQ6152463FDOQ6152463

Authors: Dimitris Bertsimas, Nishanth Mundru 

Publication date: 12 March 2024

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

Full work available at URL: https://hdl.handle.net/1721.1/144108

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zbMATH Keywords

cost functionWasserstein distancescenario reductiontwo-stage stochastic optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cited In (3)

• Enhancing explainability of stochastic programming solutions via scenario and recourse reduction
• Problem-driven scenario clustering in stochastic optimization
• Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees

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