| Article ID: | iaor20084201 |
| Country: | Netherlands |
| Volume: | 35 |
| Issue: | 6 |
| Start Page Number: | 731 |
| End Page Number: | 738 |
| Publication Date: | Nov 2007 |
| Journal: | Operations Research Letters |
| Authors: | Rmisch Werner, Heitsch Holger |
| Keywords: | programming: probabilistic |
We extend earlier work on scenario reduction by relying directly on Fortet–Mourier metrics instead of using upper bounds given in terms of mass transportation problems. The importance of Fortet–Mourier metrics for quantitative stability of two-stage models is reviewed and some numerical results are also provided.