We extend earlier work on scenario reduction by relying directly on Fortet-Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The importance of Fortet-Mourier metrics for quantitative stability of twostage models is reviewed and some numerical results are a
A multicut algorithm for two-stage stochastic linear programs
✍ Scribed by John R. Birge; François V. Louveaux
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 590 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0377-2217
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