Optimization-based scenario reduction for data-driven two-stage stochastic optimization
Dimitris Bertsimas, Nishanth Mundru
| Year of publication: |
2023
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Mundru, Nishanth |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 4, p. 1343-1361
|
| Subject: | Optimization | Wasserstein distance | two-stage stochastic optimization | scenario reduction | cost function | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kostenfunktion | Cost function | Szenariotechnik | Scenario analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2265 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338202