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Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: II. Sequential reduction
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Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: II. Sequential reduction (2015)Optimal scenario reduction framework base…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…Version-Independence and Nested Distributions in Multistage Stochastic Optimization (2009)Version-Independence and Nest…A simple heuristic for reducing the number of scenarios in two-stage stochastic programming (2009)A simple heuristic for reduci…Scenario tree modeling for multistage stochastic programs (2007)Scenario tree modeling for mu…Scenario reduction in stochastic programming with respect to discrepancy distances (2007)Scenario reduction in stochas…Epi-convergent discretizations of multistage stochastic programs via integration quadratures (2007)Epi-convergent discretization…A note on scenario reduction for two-stage stochastic programs (2007)A note on scenario reduction …Stability of Multistage Stochastic Programs (2006)Stability of Multistage Stoch…Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Financial scenario generation…Scenario reduction in stochastic programming (2003)Scenario reduction in stochas…Scenario Reduction Algorithms in Stochastic Programming (2003)Scenario Reduction Algorithms…Scenario tree generation for multiperiod financial optimization by optimal discretization (2001)Scenario tree generation for …Scenario reduction in stochastic programming: An approach using probability metrics (2000)Scenario reduction in stochas…A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output (1999)A Quantitative Model-Independ…Factorial Sampling Plans for Preliminary Computational Experiments (1991)Factorial Sampling Plans for …Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory (1973)Study of the sensitivity of c…Stochastic Programming (2010)The 1/N investment strategy is optimal under high model ambiguity (2011)Monte Carlo sampling-based methods for stochastic optimization (2014)Robust Stochastic Optimization Made Easy with RSOME (2020)Mass Transportation Problems (1998)Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design (2013)An empirical analysis of scenario generation methods for stochastic optimization (2016)China’s non-fossil energy development and its 2030 CO2 reduction targets: The role of urbanization (2019)Moment Methods for Decision Analysis (1993)Certainty Equivalents for Three-Point Discrete-Distribution Approximations (1994)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Introduction to Stochastic Programming (2011)Stochastic dual dynamic integer programming (2018)Optimization of conditional value-at-risk (2000)Scenario tree generation approaches using K-means and LP moment matching methods (2012)Design and Analysis of Computer Experiments (1989)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Global sensitivity analysis using polynomial chaos expansions (2007)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)THE DESIGN OF OPTIMUM MULTIFACTORIAL EXPERIMENTS (1946)On the Experimental Attainment of Optimum Conditions (1951)Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)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)Identification and Review of Sensitivity Analysis Methods (2002)Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach (2004)Model-based design of experiments for parameter precision: State of the art (2007)
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References

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  • 2006Financial scenario generation for stochastic multi-stage decision processes as facility location problems153 cited
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  • 2014Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization74 cited
  • 2009Version-Independence and Nested Distributions in Multistage Stochastic Optimization

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68 cited
  • 2007Scenario reduction in stochastic programming with respect to discrepancy distances67 cited
  • 2007Epi-convergent discretizations of multistage stochastic programs via integration quadratures63 cited
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