Stochastic dual dynamic integer programming (Q2414913): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10107-018-1249-5
+Normal rank
@@ Property / OpenAlex ID @@
+W2790253573
@@ Property / OpenAlex ID: W2790253573 / rank @@
+Normal rank
@@ Property / cites work @@
+An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion
+Normal rank
@@ Property / cites work @@
+A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
+Normal rank
@@ Property / cites work @@
+BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
+Normal rank
@@ Property / cites work @@
+Improving the Integer L-Shaped Method
@@ Property / cites work: Improving the Integer L-Shaped Method / rank @@
+Normal rank
@@ Property / cites work @@
+Branch-and-Price: Column Generation for Solving Huge Integer Programs
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Q3151174
@@ Property / cites work: Q3151174 / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
+Normal rank
@@ Property / cites work @@
+Q4251881
@@ Property / cites work: Q4251881 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual decomposition in stochastic integer programming
+Normal rank
@@ Property / cites work @@
+Stochastic Power Generation Unit Commitment in Electricity Markets: A Novel Formulation and a Comparison of Solution Methods
+Normal rank
@@ Property / cites work @@
+Stochastic dual dynamic programming applied to nonconvex hydrothermal models
+Normal rank
@@ Property / cites work @@
+Re-solving stochastic programming models for airline revenue management
+Normal rank
@@ Property / cites work @@
+Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
+Normal rank
@@ Property / cites work @@
+A scenario-based stochastic programming approach for technology and capacity planning
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic linear programs for portfolio optimization
+Normal rank
@@ Property / cites work @@
+Mathematical programming for network revenue management revisited
+Normal rank
@@ Property / cites work @@
+Production planning via scenario modelling
@@ Property / cites work: Production planning via scenario modelling / rank @@
+Normal rank
@@ Property / cites work @@
+Cluster Lagrangean decomposition in multistage stochastic optimization
+Normal rank
@@ Property / cites work @@
+Short-term hydropower production planning by stochastic programming
+Normal rank
@@ Property / cites work @@
+Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
+Normal rank
@@ Property / cites work @@
+Q4178782
@@ Property / cites work: Q4178782 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
+Normal rank
@@ Property / cites work @@
+Improved Linear Integer Programming Formulations of Nonlinear Integer Problems
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for money management
+Normal rank
@@ Property / cites work @@
+Solving Mixed Integer Bilinear Problems Using MILP Formulations
+Normal rank
@@ Property / cites work @@
+Relaxations and discretizations for the pooling problem
+Normal rank
@@ Property / cites work @@
+Stability of Multistage Stochastic Programs
@@ Property / cites work: Stability of Multistage Stochastic Programs / rank @@
+Normal rank
@@ Property / cites work @@
+Generating Scenario Trees for Multistage Decision Problems
+Normal rank
@@ Property / cites work @@
+Cut sharing for multistage stochastic linear programs with interstage dependency
+Normal rank
@@ Property / cites work @@
+SOCRATES: A system for scheduling hydroelectric generation under uncertainty
+Normal rank
@@ Property / cites work @@
+Generalized bounds for convex multistage stochastic programs.
+Normal rank
@@ Property / cites work @@
+The integer \(L\)-shaped method for stochastic integer programs with complete recourse
+Normal rank
@@ Property / cites work @@
+Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
+Normal rank
@@ Property / cites work @@
+Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming
+Normal rank
@@ Property / cites work @@
+Airline network revenue management by multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Stochastic Network Programming for Financial Planning Problems
+Normal rank
@@ Property / cites work @@
+Q4943600
@@ Property / cites work: Q4943600 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty
+Normal rank
@@ Property / cites work @@
+On the Value of Binary Expansions for General Mixed-Integer Linear Programs
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of multistage stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Multi-stage stochastic optimization applied to energy planning
+Normal rank
@@ Property / cites work @@
+Scenario tree generation for multiperiod financial optimization of optimal discretization
+Normal rank
@@ Property / cites work @@
+MIDAS: a mixed integer dynamic approximation scheme
+Normal rank
@@ Property / cites work @@
+Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
+Normal rank
@@ Property / cites work @@
+On the convergence of stochastic dual dynamic programming and related methods
+Normal rank
@@ Property / cites work @@
+Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
+Normal rank
@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Q2762572
@@ Property / cites work: Q2762572 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4830009
@@ Property / cites work: Q4830009 / rank @@
+Normal rank
@@ Property / cites work @@
+A Scalable Bounding Method for Multistage Stochastic Programs
+Normal rank
@@ Property / cites work @@
+A Stochastic Programming Approach to Power Portfolio Optimization
+Normal rank
@@ Property / cites work @@
+Inference of statistical bounds for multistage stochastic programming problems
+Normal rank
@@ Property / cites work @@
+On a time consistency concept in risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Analysis of stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+Minimax and risk averse multistage stochastic programming
+Normal rank
@@ Property / cites work @@
+Risk neutral and risk averse stochastic dual dynamic programming method
+Normal rank
@@ Property / cites work @@
+Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems
+Normal rank
@@ Property / cites work @@
+Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
+Normal rank
@@ Property / cites work @@
+Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Convex extensions and envelopes of lower semi-continuous functions
+Normal rank