Distributionally robust SDDP (Q1989729): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10287-018-0314-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2803238461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory and Applications of Robust Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Julia: A Fresh Approach to Numerical Computing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improving the performance of stochastic dual dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: JuMP: A Modeling Language for Mathematical Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Cut sharing for multistage stochastic linear programs with interstage dependency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluating policies in risk-averse multi-stage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-stage stochastic optimization applied to energy planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Solving Multistage Stochastic Programs with Coherent Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of stochastic dual dynamic programming method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank

Revision as of 02:33, 17 July 2024

scientific article
Language Label Description Also known as
English
Distributionally robust SDDP
scientific article

    Statements

    Distributionally robust SDDP (English)
    0 references
    0 references
    0 references
    0 references
    29 October 2018
    0 references
    SDDP
    0 references
    distributionally robust
    0 references
    hydroelectric reservoir optimization
    0 references
    0 references
    0 references
    0 references

    Identifiers