articleMathematical ProgrammingMar 1, 2003Closed access

Scenario reduction in stochastic programming

JDJ. Dupa ov�NGN. Gr�we-KuskaWRWerner R�misch

Charles University · Berlin Mathematical School · +1 more institution

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Abstract

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1,003
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12.35
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100%
References
16
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Authors

3

Topics & keywords

Topics
Keywords
  • Mathematics
  • Reduction (mathematics)
  • Probability distribution
  • Mathematical optimization
  • Probability measure
  • Stochastic programming
  • Metric (unit)
  • Cardinality (data modeling)
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