On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732): Difference between revisions

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scientific article

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English	On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management	scientific article

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instance of

scholarly article

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title

On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (English)

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published in

Computational Management Science

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publication date

29 October 2018

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full work available at URL

http://hdl.handle.net/11000/6273

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zbMATH Keywords

capacity expansion planning

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strategic and tactical uncertainties

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multistage stochastic strategic scenario tree

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two-stage stochastic operational multiperiod scenario tree

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time-consistent and time-inconsistent stochastic dominance

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author

Laureano Fernando Escudero Bueno

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Juan Francisco Monge

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describes a project that uses

DDSIP

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MaRDI profile type

MaRDI publication profile

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cites work

On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty

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Medium range optimization of copper extraction planning under uncertainty in future copper prices

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Risk management for forestry planning under uncertainty in demand and prices

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Coherent Measures of Risk

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Coherent multiperiod risk adjusted values and Bellman's principle

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On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem

0 references

On stochastic dynamic programming for solving large-scale planning problems under uncertainty

0 references

Optimization with Stochastic Dominance Constraints

0 references

On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs

0 references

Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization

0 references

On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty

0 references

A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse

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Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse

0 references

Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective

0 references

Multi-horizon stochastic programming

0 references

Duality in stochastic linear and dynamic programming

0 references

Integrated chance constraints: reduced forms and an algorithm

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Evaluating policies in risk-averse multi-stage stochastic programming

0 references

Q2724706

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Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals

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Q3528030

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Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences

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Risk-averse dynamic programming for Markov decision processes

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On a time consistency concept in risk averse multistage stochastic programming

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Stochastic dual dynamic integer programming

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Identifiers

zbMATH Open document ID

1483.90094

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DOI

10.1007/s10287-018-0318-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1989732

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@@ Property / OpenAlex ID: W2805479295 / rank @@
+Normal rank
@@ Property / cites work @@
+On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
+Normal rank
@@ Property / cites work @@
+Medium range optimization of copper extraction planning under uncertainty in future copper prices
+Normal rank
@@ Property / cites work @@
+Risk management for forestry planning under uncertainty in demand and prices
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem
+Normal rank
@@ Property / cites work @@
+On stochastic dynamic programming for solving large-scale planning problems under uncertainty
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
+Normal rank
@@ Property / cites work @@
+On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty
+Normal rank
@@ Property / cites work @@
+A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
+Normal rank
@@ Property / cites work @@
+Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
+Normal rank
@@ Property / cites work @@
+Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
+Normal rank
@@ Property / cites work @@
+Multi-horizon stochastic programming
@@ Property / cites work: Multi-horizon stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Duality in stochastic linear and dynamic programming
+Normal rank
@@ Property / cites work @@
+Integrated chance constraints: reduced forms and an algorithm
+Normal rank
@@ Property / cites work @@
+Evaluating policies in risk-averse multi-stage stochastic programming
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals
+Normal rank
@@ Property / cites work @@
+Q3528030
@@ Property / cites work: Q3528030 / rank @@
+Normal rank
@@ Property / cites work @@
+Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Stochastic dual dynamic integer programming
@@ Property / cites work: Stochastic dual dynamic integer programming / rank @@
+Normal rank