Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and chance constrained stochastic programs. We study the problem of optimal scenario reduction for a discrete probability distribution with respect to certain polyhedral discrepancies and develop algorithms for determining the optimally reduced distribution approximately. Encouraging numerical experience for optimal scenario reduction is provided
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, techno...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...
Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and...
Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and ...
Discrete approximations to chance constrained and mixed-integer two-stage stochastic programs requir...
Scenarios are indispensable ingredients for the numerical solution of stochastic optimization proble...
Discrete approximations to chance constrained and mixed-integer two-stage stochastic programs requir...
Scenarios are indispensable ingredients for the numerical solution of stochastic programs. Earlier a...
Discrete approximations to chance constraints and mixed-integertwo-stage stochastic programs require...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Scenarios are indispensable ingredients for the numerical solution of stochastic optimization proble...
Scenarios are indispensable ingredients for the numerical solution of stochastic programs. Earlier a...
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, techno...
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, techno...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...
Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and...
Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and ...
Discrete approximations to chance constrained and mixed-integer two-stage stochastic programs requir...
Scenarios are indispensable ingredients for the numerical solution of stochastic optimization proble...
Discrete approximations to chance constrained and mixed-integer two-stage stochastic programs requir...
Scenarios are indispensable ingredients for the numerical solution of stochastic programs. Earlier a...
Discrete approximations to chance constraints and mixed-integertwo-stage stochastic programs require...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Scenarios are indispensable ingredients for the numerical solution of stochastic optimization proble...
Scenarios are indispensable ingredients for the numerical solution of stochastic programs. Earlier a...
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, techno...
Mixed-integer two-stage stochastic programs with fixed recourse matrix, random recourse costs, techno...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...
A framework for the reduction of scenario trees as inputs of (linear) multistage stochastic programs...