Operations Research Letters · 2007 · 150 citations · 10 references
BusinessComputer ScienceDecision SciencesOptimizationStochastic ModelingStochastic ProcessesInteger ProgrammingMarkov ProcessesScenario AnalysisStochastic OptimizationStochastic ProgrammingMulti-stage Stochastic ProgrammingMultistage Stochastic ProgrammingScenario ReductionTwo-stage Stochastic OptimizationTwo-stage Stochastic Programming
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Scenario reduction in stochastic programming
J. Dupa ov�, N. Gr�we-Kuska, Werner R�misch · Mathematical Programming · 2003 · 1K citations