Optimized scenario reduction : solving large-scale stochastic programs with quality guarantees
Wei Zhang, Kai Wang, Alexandre Jacquillat, Shuaian Wang
| Year of publication: |
2023
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2023.1295 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014328127