Chapter2011

Approximations for Probability Distributions and Stochastic Optimization Problems

73 citations0/0 files storedInternational series in management science/operations research/International series in operations research & management science

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Risk and Portfolio Optimization Electric Power System Optimization Optimal Power Flow Distribution

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1931Theory of the Location of Industries 2001Facility location : applications and theory 2003Scenario Reduction Algorithms in Stochastic Programming 2001Generating Scenario Trees for Multistage Decision Problems 2000Scenario reduction in stochastic programming: An approach using probability metrics 2002Facility Location 2001Scenario tree generation for multiperiod financial optimization by optimal discretization 2006Financial scenario generation for stochastic multi-stage decision processes as facility location problems

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2022Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization 2018Scenario reduction revisited: fundamental limits and guarantees 2018Problem-based optimal scenario generation and reduction in stochastic programming 2021Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics 2016Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints

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