Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming

By René Henrion, Christian Küchler, Werner Römisch. 2008

46 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7c7b78ed629354d87344f58bebf091afe8de5ddf

Citations in the corpus

• Multi-stage distributionally robust optimization with risk aversion (2021, unknown): “[15] considered a two-stage stochastic mixed-integer programming under Kolmogorov metric.”