Scenario reduction in stochastic programming

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

Scenario reduction in stochastic programming: An approach using probability metrics

Jitka Dupačová, Nicole Gröwe‐Kuska, Werner Römisch · OpenGrey (Institut de l'Information Scientifique et Technique) · 2000 · 520 citations · Full text

Business, Decision Sciences, Optimization +10

Scenarios for Multistage Stochastic Programs

Jitka Dupačová, Giorgio Consigli, Stein W. Wallace · Annals of Operations Research · 2000 · 472 citations

Natural Sciences, Computer Science, Optimization +11

Scenario tree generation for multiperiod financial optimization by optimal discretization

Georg Ch. Pflug · Mathematical Programming · 2001 · 342 citations

Business, Decision Sciences, Finance +16

Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty

Matthias Nowak, Werner Römisch · Annals of Operations Research · 2000 · 256 citations

Natural Sciences, Mathematics, Water Resources Management +14