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Scenario reduction in stochastic programming

2003994 citationsJournal Article

Authors

J. Dupa ov� · Charles University

N. Gr�we-Kuska · Berlin Mathematical School

Werner R�misch · Humboldt-Universität zu Berlin

Topics & Keywords

Risk and Portfolio Optimization Water resources management and optimization Electric Power System Optimization

Publication Details

Published in: Mathematical Programming

Volume 95, Issue 3, pp. 493-511

DOI: 10.1007/s10107-002-0331-0

Field-Weighted Citation Impact: 11.93

Scenario reduction in stochastic programming | Researchclopedia