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A simple heuristic for reducing the number of scenarios in two-stage stochastic programming
11 references·7 citing·36 second hop
A simple heuristic for reducing the number of scenarios in two-stage stochastic programming (2009)A simple heuristic for reducing the numbe…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)A finite branch-and-bound alg…Scenario reduction in stochastic programming (2003)Scenario reduction in stochas…Scenario Reduction Algorithms in Stochastic Programming (2003)Scenario Reduction Algorithms…Optimization under uncertainty: state-of-the-art and opportunities (2003)Optimization under uncertaint…A Heuristic for Moment-Matching Scenario Generation (2003)A Heuristic for Moment-Matchi…Quantitative Stability in Stochastic Programming: The Method of Probability Metrics (2002)Quantitative Stability in Sto…Scenario reduction in stochastic programming: An approach using probability metrics (2000)Scenario reduction in stochas…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…A disaggregation algorithm for the optimization of stochastic planning models (1997)A disaggregation algorithm fo…Scenario reduction and scenario tree generation for stochastic programming using Sinkhorn distance (2022)Scenario reduction and scenar…Fourth-party logistics network design under uncertainty environment (2022)Fourth-party logistics networ…The design and planning of an integrated supply chain for perishable products under uncertainties (2020)The design and planning of an…A two-stage stochastic winner determination model integrating a hybrid mitigation strategy for transportation service procurement auctions (2020)A two-stage stochastic winner…Linear programming-based scenario reduction using transportation distance (2016)Linear programming-based scen…Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: II. Sequential reduction (2015)Optimal scenario reduction fr…Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization (2014)Optimal scenario reduction fr…Simulating Multivariate Nonnormal Distributions (1983)Generating Scenario Trees for Multistage Decision Problems (2001)Scenario tree modeling for multistage stochastic programs (2007)Correlation control in small-sample Monte Carlo type simulations I: A simulated annealing approach (2009)Monte Carlo sampling-based methods for stochastic optimization (2014)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Chance-Constrained Programming (1959)Decision Making in a Fuzzy Environment (2007)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Simulation optimization: a review of algorithms and applications (2015)Stochastic Programming (1995)An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)Stochastic Programming (2010)A two-echelon stochastic facility location model for humanitarian relief logistics (2011)Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016)New methods in statistical economics (1997)Stable Paretian Models in Finance (2000)Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (2003)Stochastic Integer Programming (2003)Polyhedral Risk Measures in Stochastic Programming (2005)Stochastic Linear Programming (2010)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Evaluation of scenario-generation methods for stochastic programming (2003)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Frameworks and Results in Distributionally Robust Optimization (2022)Marrying supply chain sustainability and resilience: A match made in heaven (2016)A unified framework for stochastic optimization (2018)Robust optimization – A comprehensive survey (2007)Distributionally Robust Optimization and Its Tractable Approximations (2010)Quantitative models for managing supply chain risks: A review (2015)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2003Optimization under uncertainty: state-of-the-art and opportunities1,180 cited
  • 2003Scenario reduction in stochastic programming1,045 cited
  • 2003Scenario Reduction Algorithms in Stochastic Programming983 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2000Scenario reduction in stochastic programming: An approach using probability metrics512 cited
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  • 2004A finite branch-and-bound algorithm for two-stage stochastic integer programs253 cited
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Cited by

  • 2014Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization74 cited
  • 2022Scenario reduction and scenario tree generation for stochastic programming using Sinkhorn distance47 cited
  • 2020The design and planning of an integrated supply chain for perishable products under uncertainties

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43 cited
  • 2016Linear programming-based scenario reduction using transportation distance41 cited
  • 2020A two-stage stochastic winner determination model integrating a hybrid mitigation strategy for transportation service procurement auctions37 cited
  • 2015Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: II. Sequential reduction36 cited
  • 2022Fourth-party logistics network design under uncertainty environment34 cited