Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization

DOI10.1287/opre.2022.2265OpenAlexW4226360597WikidataQ120689909 ScholiaQ120689909MaRDI QIDQ6152463

Nishanth Mundru, Dimitris J. Bertsimas

Publication date: 12 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1721.1/144108

zbMATH Keywords

cost functionWasserstein distancescenario reductiontwo-stage stochastic optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Related Items (1)

Problem-driven scenario clustering in stochastic optimization

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