Scenario reduction in stochastic programming with respect to discrepancy distances
| Year of publication: |
2009
|
|---|---|
| Authors: | Henrion, René ; Küchler, Christian ; Römisch, Werner |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 43.2009, 1, p. 67-93
|
| Publisher: |
Springer |
| Subject: | Stochastic programming | Chance constraints | Two-stage | Mixed-integer | Scenario reduction | Discrepancy | Kolmogorov metric |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999517