Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems

DOI10.1080/10556788.2019.1697696zbMath1501.90055OpenAlexW2991712726WikidataQ126668198 ScholiaQ126668198MaRDI QIDQ5038169

Cesar Beltran-Royo

Publication date: 29 September 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2019.1697696

zbMATH Keywords

stochastic programmingMonte Carlo samplingscenario reductionconditional scenariostochastic capacitated facility location problem

Mathematics Subject Classification ID

Stochastic programming (90C15)

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