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• W2103728037 abstract "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." @default.
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• W2103728037 date "2008-01-01" @default.
• W2103728037 modified "2023-09-27" @default.
• W2103728037 title "Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming" @default.
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• W2103728037 doi "https://doi.org/10.3934/jimo.2008.4.363" @default.
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