Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees

• Wei Zhang

  Wei Zhang

  [email protected]

  School of Vehicle and Mobility, Tsinghua University, Beijing 100084, China;Department of Logistics and Maritime Studies, The Hong Kong Polytechnic University, Hong Kong SAR, China;

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  ,
• Kai Wang

  Kai Wang

  [email protected]

  https://orcid.org/0000-0002-3040-0422

  School of Vehicle and Mobility, Tsinghua University, Beijing 100084, China;

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• Alexandre Jacquillat

  Corresponding Author

  Alexandre Jacquillat

  [email protected]

  https://orcid.org/0000-0002-2352-7839

  Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02142

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• Shuaian Wang

  Shuaian Wang

  [email protected]

  Department of Logistics and Maritime Studies, The Hong Kong Polytechnic University, Hong Kong SAR, China;

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