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Tree approximation for discrete time stochastic processes: a process distance approach
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  • 2003Scenario reduction in stochastic programming1,045 cited
  • 2003Scenario Reduction Algorithms in Stochastic Programming983 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 2002Facility Location347 cited
  • 2007Modeling, Measuring and Managing Risk326 cited
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  • 2013Evaluations of Risk Measures for Different Probability Measures

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44 cited

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  • 2017Scenario tree reduction methods through clustering nodes33 cited