𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Scenario reduction in stochastic programming

✍ Scribed by J. Dupačová; N. Gröwe-Kuska; W. Römisch


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
484 KB
Volume
95
Category
Article
ISSN
0025-5610

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


A note on scenario reduction for two-sta
✍ Holger Heitsch; Werner Römisch 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 346 KB

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