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A note on scenario reduction for two-stage stochastic programs · Study

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ArticleA note on scenario reduction for two-stage stochastic programs

Holger Heitsch2007

Article2007

A note on scenario reduction for two-stage stochastic programs

Holger Heitsch · Werner Römisch

152 citations·0/0 files stored·Operations Research Letters

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Risk and Portfolio Optimization Complexity and Algorithms in Graphs Advanced Optimization Algorithms Research

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References

2003Scenario reduction in stochastic programming 2003Scenario Reduction Algorithms in Stochastic Programming 1998Mass Transportation Problems 2000Scenario reduction in stochastic programming: An approach using probability metrics 2003Stability of Stochastic Programming Problems

Cited by

2019China’s non-fossil energy development and its 2030 CO2 reduction targets: The role of urbanization 2013Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design 2016An empirical analysis of scenario generation methods for stochastic optimization 2015Dynamic generation of scenario trees 2012Scenario tree generation approaches using K-means and LP moment matching methods 2014Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization 2007Scenario reduction in stochastic programming with respect to discrepancy distances 2024Multi-objective optimization of closed-loop supply chains to achieve sustainable development goals in uncertain environments

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Year2007

Typearticle

Published2007-01-13

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations152

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.orl.2006.12.008

openalex_workW2087583752

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