{"id":"https://openalex.org/W2803693170","doi":"https://doi.org/10.1007/s10107-018-1298-9","title":"Scenario reduction for stochastic programs with Conditional Value-at-Risk","display_name":"Scenario reduction for stochastic programs with Conditional Value-at-Risk","publication_year":2018,"publication_date":"2018-05-16","ids":{"openalex":"https://openalex.org/W2803693170","doi":"https://doi.org/10.1007/s10107-018-1298-9","mag":"2803693170"},"language":"en","primary_location":{"id":"doi:10.1007/s10107-018-1298-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-018-1298-9","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5088779072","display_name":"Sebasti\u00e1n Arp\u00f3n","orcid":null},"institutions":[{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL"],"is_corresponding":true,"raw_author_name":"Sebasti\u00e1n Arp\u00f3n","raw_affiliation_strings":["School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016276353","display_name":"Tito Homem\u2010de\u2010Mello","orcid":null},"institutions":[{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Tito Homem-de-Mello","raw_affiliation_strings":["School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile"],"raw_orcid":"https://orcid.org/0000-0002-2044-3306","affiliations":[{"raw_affiliation_string":"School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025307220","display_name":"Bernardo K. Pagnoncelli","orcid":"https://orcid.org/0000-0003-2968-0073"},"institutions":[{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Bernardo Pagnoncelli","raw_affiliation_strings":["School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5088779072"],"corresponding_institution_ids":["https://openalex.org/I21067949"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.5445,"has_fulltext":false,"cited_by_count":42,"citation_normalized_percentile":{"value":0.84588792,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"170","issue":"1","first_page":"327","last_page":"356"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10969","display_name":"Water resources management and optimization","score":0.9919999837875366,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9915000200271606,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.7777502536773682},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6560437083244324},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.6391602158546448},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.6219195127487183},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.5306752324104309},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4568096697330475},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4240604639053345}],"concepts":[{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.7777502536773682},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6560437083244324},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.6391602158546448},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.6219195127487183},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.5306752324104309},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4568096697330475},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4240604639053345},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10107-018-1298-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10107-018-1298-9","pdf_url":null,"source":{"id":"https://openalex.org/S193920097","display_name":"Mathematical Programming","issn_l":"0025-5610","issn":["0025-5610","1436-4646"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Programming","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":44,"referenced_works":["https://openalex.org/W952086892","https://openalex.org/W974410315","https://openalex.org/W1494277681","https://openalex.org/W1509095035","https://openalex.org/W1541527977","https://openalex.org/W1553000336","https://openalex.org/W1569990960","https://openalex.org/W1570220941","https://openalex.org/W1579101628","https://openalex.org/W1647779468","https://openalex.org/W1964276385","https://openalex.org/W1975719635","https://openalex.org/W1983221302","https://openalex.org/W1991730426","https://openalex.org/W2000257769","https://openalex.org/W2019291268","https://openalex.org/W2034607885","https://openalex.org/W2038669746","https://openalex.org/W2043109565","https://openalex.org/W2060013459","https://openalex.org/W2068142192","https://openalex.org/W2072991174","https://openalex.org/W2084590216","https://openalex.org/W2106292145","https://openalex.org/W2109518176","https://openalex.org/W2120991802","https://openalex.org/W2121362077","https://openalex.org/W2127470768","https://openalex.org/W2128244396","https://openalex.org/W2143863355","https://openalex.org/W2152089686","https://openalex.org/W2153253993","https://openalex.org/W2154989541","https://openalex.org/W2254463431","https://openalex.org/W2294586855","https://openalex.org/W2340648251","https://openalex.org/W2491598486","https://openalex.org/W2495956339","https://openalex.org/W2742900359","https://openalex.org/W2790051854","https://openalex.org/W4249513058","https://openalex.org/W4251495539","https://openalex.org/W4298050965","https://openalex.org/W4301216918"],"related_works":["https://openalex.org/W2377757044","https://openalex.org/W3160952126","https://openalex.org/W2945539990","https://openalex.org/W2320103255","https://openalex.org/W798918733","https://openalex.org/W4213167601","https://openalex.org/W2101287851","https://openalex.org/W163279402","https://openalex.org/W2403168774","https://openalex.org/W2281909915"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":12},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":13},{"year":2021,"cited_by_count":5},{"year":2019,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}