Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems (Q5038169)
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scientific article; zbMATH DE number 7594834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems |
scientific article; zbMATH DE number 7594834 |
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Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems (English)
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29 September 2022
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stochastic programming
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scenario reduction
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Monte Carlo sampling
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conditional scenario
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stochastic capacitated facility location problem
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