This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.Henrion, RenéKüchler, ChristianRömisch, Werner2016-03-242019-06-2820070946-8633https://doi.org/10.34657/2226https://oa.tib.eu/renate/handle/123456789/1889Polyhedral 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.application/pdfeng510Stochastic programmingtwo-stagemixed-integerchance constraintsscenario reductiondiscrepancyKolmogorov metricReport