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A note on scenario reduction for two-stage stochastic programs
5 references·16 citing·38 second hop
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this work references cited by second hop

References

  • 2003Scenario reduction in stochastic programming1,045 cited
  • 2003Scenario Reduction Algorithms in Stochastic Programming983 cited
  • 1998Mass Transportation Problems556 cited
  • 2000Scenario reduction in stochastic programming: An approach using probability metrics512 cited
  • 2003Stability of Stochastic Programming Problems206 cited

Cited by

  • 2019China’s non-fossil energy development and its 2030 CO2 reduction targets: The role of urbanization119 cited
  • 2013Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design103 cited
  • 2016An empirical analysis of scenario generation methods for stochastic optimization95 cited
  • 2015Dynamic generation of scenario trees81 cited
  • 2012Scenario tree generation approaches using K-means and LP moment matching methods76 cited
  • 2014Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization74 cited
  • 2024Multi-objective optimization of closed-loop supply chains to achieve sustainable development goals in uncertain environments67 cited
  • 2007Scenario reduction in stochastic programming with respect to discrepancy distances67 cited
  • 2009Scenario Reduction Techniques in Stochastic Programming

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66 cited
  • 2018Scenario reduction revisited: fundamental limits and guarantees62 cited
  • 2018Problem-based optimal scenario generation and reduction in stochastic programming61 cited
  • 2013A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem47 cited
  • 2023Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees42 cited
  • 2007Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs41 cited
  • 2012Risk-averse two-stage stochastic programs in furniture plants41 cited
  • 2008Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming39 cited