Scenario Reduction Techniques in Stochastic Programming

DOI10.1007/978-3-642-04944-6_1zbMath1260.90128OpenAlexW143271418MaRDI QIDQ3646114

Werner Römisch

Publication date: 19 November 2009

Published in: Stochastic Algorithms: Foundations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04944-6_1

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

Problem-driven scenario clustering in stochastic optimization, A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations, Multi-horizon stochastic programming, Calculation of Discrepancy Measures and Applications

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