Scenario reduction in stochastic programming with respect to discrepancy distances
René Henrion; Christian Küchler; Werner Römisch
| Year of publication: |
2009
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|---|---|
| Authors: | Henrion, René ; Küchler, Christian ; Römisch, Werner |
| Published in: |
Computational optimization and applications : an international journal. - Norvell, Mass. : Springer, ISSN 0926-6003, ZDB-ID 1157578-5. - Vol. 43.2009, 1, p. 67-93
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| Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Szenariotechnik | Scenario analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003860212