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Scenario reduction in stochastic programming with respect to discrepancy distances - MaRDI portal

Scenario reduction in stochastic programming with respect to discrepancy distances (Q842772)

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scientific article; zbMATH DE number 5607545
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English
Scenario reduction in stochastic programming with respect to discrepancy distances
scientific article; zbMATH DE number 5607545

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    Scenario reduction in stochastic programming with respect to discrepancy distances (English)
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    25 September 2009
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    stochastic programming
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    chance constraints
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    two-stage
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    mixed-integer
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    scenario reduction
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    discrepancy
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    Kolmogorov metric
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