Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization
Published Online:4 Apr 2022https://doi.org/10.1287/opre.2022.2265
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Volume 71, Issue 4
July-August 2023
Pages iii-vi, 1021-1439, C2-C3
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- Received:July 08, 2020
- Accepted:December 21, 2021
- Published Online:April 04, 2022
Copyright © 2022, INFORMS
Cite as
Dimitris Bertsimas, Nishanth Mundru (2022) Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization. Operations Research 71(4):1343-1361.
https://doi.org/10.1287/opre.2022.2265
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The authors acknowledge the helpful comments from the associate editor and two referees which helped improve the paper.
