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

Journal of Industrial and Management Optimization

Volumn 4, Issue 2, 2008, Pages 363-384

  Henrion, René ^a   Küchler, Christian ^b   Römisch, Werner ^b  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Chance constraints; Discrepancy; Kolmogorov metric; Mixed integer; Scenario reduction; Stochastic programming; Two stage

Indexed keywords

EID: 56649114292     PISSN: 15475816     EISSN: 1553166X     Source Type: Journal    
DOI: 10.3934/jimo.2008.4.363     Document Type: Article

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