Scenario reduction for large planning models

A method that performs well on average may still fail at the tail. This note examines scenario reduction for large planning models with attention to stress cases, feasibility and operational control.

Practitioner lens

Uncertainty assumptions drive the behavior of scenario reduction for large planning models. Document how scenarios are generated, what dependencies they preserve and which low-probability cases deserve special attention.

First experiment

Write down the objective, constraints, uncertainty set and decision horizon before selecting a solver or model.

This is an original educational brief. It is a starting point for discussion, not a claim that one technique fits every supply chain.