Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
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Publication:1008808
DOI10.3934/jimo.2008.4.363zbMath1161.90450OpenAlexW2103728037MaRDI QIDQ1008808
René Henrion, Christian Küchler, Werner Römisch
Publication date: 30 March 2009
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2008.4.363
stochastic programmingdiscrepancymixed-integerchance constraintstwo-stagescenario reductionKolmogorov metric
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