Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
type: Item
instance of: scholarly article
title: Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
zbMATH Open document ID: 1161.90450
author: René Henrion
author: Christian Küchler
author: Werner Römisch
published in: Journal of Industrial and Management Optimization
publication date: 2009-03-30T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 5535087
zbMATH Keywords: stochastic programming
zbMATH Keywords: two-stage
zbMATH Keywords: mixed-integer
zbMATH Keywords: chance constraints
zbMATH Keywords: scenario reduction
zbMATH Keywords: discrepancy
zbMATH Keywords: Kolmogorov metric
MaRDI profile type: Publication
full work available at URL: jimo.2008.4.363
OpenAlex ID: W2103728037
DOI: 10.3934/JIMO.2008.4.363
description: scientific article; zbMATH DE number 5535087