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Scenario Reduction Algorithms in Stochastic Programming · Study

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ArticleScenario Reduction Algorithms in Stochastic Programming

Holger Heitsch2003

Article2003

Scenario Reduction Algorithms in Stochastic Programming

Holger Heitsch · Werner Römisch

983 citations·0/0 files stored·Computational Optimization and Applications

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Risk and Portfolio Optimization Electric Power System Optimization Advanced Optimization Algorithms Research

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2017Supply chain network design under uncertainty: A comprehensive review and future research directions 2022Frameworks and Results in Distributionally Robust Optimization 2003Evaluation of scenario-generation methods for stochastic programming 2016Marrying supply chain sustainability and resilience: A match made in heaven 2007Scenario tree modeling for multistage stochastic programs 2014Monte Carlo sampling-based methods for stochastic optimization 2017Responsive and resilient supply chain network design under operational and disruption risks with delivery lead-time sensitive customers 2003Stability of Stochastic Programming Problems

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Year2003

Typearticle

Published2003-02-01

VenueComputational Optimization and Applications

ISSN-L0926-6003

Languageen

Citations983

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1023/a:1021805924152

openalex_workW1570220941

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