Scenario reduction in stochastic programming with respect to discrepancy distances

DOI10.1007/s10589-007-9123-zzbMath1178.90258OpenAlexW2105701827MaRDI QIDQ842772

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

zbMATH Keywords

stochastic programmingdiscrepancymixed-integerchance constraintstwo-stagescenario reductionKolmogorov metric

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Uses Software

• CPLEX

Cites Work

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