Scenario Tree Reduction via Wasserstein Barycenters

Scenario tree reduction techniques are essential for achieving a balance between an accurate representation of uncertainties and computational complexity when solving multistage stochastic programming problems. In the realm of available techniques, the Kovacevic and Pichler algorithm (Ann. Oper. Res...

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Bibliographic Details

Published in:	Annals of operations research
Main Authors:	Mimouni, Daniel, Malisani, Paul, Zhu, Jiamin, de Oliveira, Welington
Format:	Journal Article
Language:	English
Published:	Springer Verlag 19.11.2024
Subjects:	General Mathematics Mathematics Optimal Transport Nested Wasserstein Distance Wasserstein Barycenter Scenario Tree Reduction Scenario Selection Stochastic Optimization
ISSN:	0254-5330, 1572-9338
Online Access:	Get full text
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