TY - GEN A1 - Henrion, Rene A1 - Küchler, Christian A1 - Römisch, Werner T1 - Discrepancy distances and scenario reduction in two-stage stochastic integer programming N2 - Polyhedral discrepancies are relevant for the quantitative stability of mixed-integer two-stage and chance constrained stochastic programs. We study the problem of optimal scenario reduction for a discrete probability distribution with respect to certain polyhedral discrepancies and develop algorithms for determining the optimally reduced distribution approximately. Encouraging numerical experience for optimal scenario reduction is provided. KW - Stochastic programming KW - two-stage KW - mixed-integer KW - chance constraints KW - scenario reduction KW - discrepancy KW - Kolmogorov metric Y1 - 2007 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/407 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-4071 ER -