TY - GEN A1 - Römisch, Werner T1 - Scenario generation in stochastic programming N2 - Stability-based methods for scenario generation in stochastic programming are reviewed. In particular, we briefly discuss Monte Carlo sampling, Quasi-Monte Carlo methods, quadrature rules based on sparse grids and optimal quantization. In addition, we provide some convergence results based on recent developments in multivariate integration. The method of optimal scenario reduction and techniques for scenario trees generation are also reviewed. Y1 - 2009 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/665 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-6657 ER -