Problem-based scenario generation by decomposing output distributions-Reference-Cited by-同舟云学术

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Problem-based scenario generation by decomposing output distributions

Published:2024-10 Issue:1 Volume:318 Page:154-166
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Narum Benjamin S.^ORCID,Fairbrother Jamie^ORCID,Wallace Stein W.^ORCID

Funder

Norges forskningsråd

Publisher

Elsevier BV

Reference47 articles.

1. Scenario reduction for stochastic programs with conditional value-at-risk;Arpón;Mathematical Programming,2018

2. Chapter 11 network reliability;Ball,1995

3. Data-driven stochastic programming using phi-divergences;Bayraksan,2015

4. Scenario-based planning for partially dynamic vehicle routing with stochastic customers;Bent;Operations Research,2004

5. Optimization-based scenario reduction for data-driven two-stage stochastic optimization;Bertsimas;Operations Research,2022

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