@InProceedings{hochreiter:DagSemProc.05031.26, author = {Hochreiter, Ronald}, title = {{Scenario Optimization for Multi-Stage Stochastic Programming Problems}}, booktitle = {Algorithms for Optimization with Incomplete Information}, pages = {1--3}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2005}, volume = {5031}, editor = {Susanne Albers and Rolf H. M\"{o}hring and Georg Ch. Pflug and R\"{u}diger Schultz}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.26}, URN = {urn:nbn:de:0030-drops-614}, doi = {10.4230/DagSemProc.05031.26}, annote = {Keywords: Stochastic programming, scenario generation, facility location, financial engineering} }