Scenario tree modeling for multistage stochastic programs

Linear Operators. Part I: General Theory.

Paul Civin, Nelson Dunford, J. T. Schwartz · American Mathematical Monthly · 1960 · 2.8K citations

Natural Sciences, Mathematics, Algebra +11

Scenario reduction in stochastic programming

J. Dupa ov�, N. Gr�we-Kuska, Werner R�misch · Mathematical Programming · 2003 · 1K citations

Business, Mathematics, Optimization +9

Scenario Reduction Algorithms in Stochastic Programming

Holger Heitsch, Werner Römisch · Computational Optimization and Applications · 2003 · 960 citations

Business, Decision Sciences, Mathematics +10

Scenario reduction and scenario tree construction for power management problems

Nicole Gröwe‐Kuska, Holger Heitsch, Werner Römisch · 2004 · 806 citations

Business, Decision Sciences, Risk Management +17

Probability Metrics and the Stability of Stochastic Models

Jim Freeman, Svetlozar T. Rachev · Journal of the Operational Research Society · 1992 · 752 citations

Engineering, Mathematics, Physics +14