Optimized scenario reduction : solving large-scale stochastic programs with quality guarantees
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Wei ; Wang, Kai ; Jacquillat, Alexandre ; Wang, Shuaian |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 4, p. 886-908
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Subject: | column evaluation and generation | scenario reduction | stochastic programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Szenariotechnik | Scenario analysis |
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