Scenario Reduction Algorithms in Stochastic Programming

@article{Heitsch2003ScenarioRA,
  title={Scenario Reduction Algorithms in Stochastic Programming},
  author={Holger Heitsch and Werner R{\"o}misch},
  journal={Comp. Opt. and Appl.},
  year={2003},
  volume={24},
  pages={187-206}
}
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