Scenario reduction in stochastic programming with respect to discrepancy distances
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Publication:842772
DOI10.1007/S10589-007-9123-ZzbMATH Open1178.90258OpenAlexW2105701827MaRDI QIDQ842772FDOQ842772
Authors: René Henrion, Christian Küchler, Werner Römisch 
Publication date: 25 September 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9014
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- Zur Definition der Diskrepanz
- Distances of probability measures and uniform distribution mod 1
Cited In (28)
- Large-scale unit commitment under uncertainty: an updated literature survey
- Scenario Reduction Techniques in Stochastic Programming
- Solution sensitivity-based scenario reduction for stochastic unit commitment
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem
- A New Scenario Reduction Method Based on Higher-Order Moments
- Analytic approximation and differentiability of joint chance constraints
- An enumerative formula for the spherical cap discrepancy
- An inner-outer approximation approach to chance constrained optimization
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem
- Scenario reduction in stochastic programming
- Scenario generation with distribution functions and correlations
- Scenario reduction algorithms in stochastic programming
- Constraint generation for risk averse two-stage stochastic programs
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- Problem-driven scenario clustering in stochastic optimization
- Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
- Scenario tree reduction for multistage stochastic programs
- A note on scenario reduction for two-stage stochastic programs
- Large-scale unit commitment under uncertainty
- Stochastic program for disassembly lot-sizing under uncertain component refurbishing lead times
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Scenario reduction revisited: fundamental limits and guarantees
- Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk
- Calculation of discrepancy measures and applications
- Numerical evaluation of approximation methods in stochastic programming
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Problem-based optimal scenario generation and reduction in stochastic programming
- Scenario Tree Generation for Multi-stage Stochastic Programs
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