Scenario generation for stochastic optimization problems via the sparse grid method (Q902086): Difference between revisions

@@ Property / describes a project that uses @@
+HRMSYM
@@ Property / describes a project that uses: HRMSYM / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+nwSpGr
@@ Property / describes a project that uses: nwSpGr / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PATSYM
@@ Property / describes a project that uses: PATSYM / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Lattice Builder
@@ Property / describes a project that uses: Lattice Builder / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57435304
@@ Property / Wikidata QID: Q57435304 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10589-015-9751-7
+Normal rank
@@ Property / OpenAlex ID @@
+W1982566213
@@ Property / OpenAlex ID: W1982566213 / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse grids
@@ Property / cites work: Sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
+Normal rank
@@ Property / cites work @@
+Scenarios for multistage stochastic programs
@@ Property / cites work: Scenarios for multistage stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Q4060253
@@ Property / cites work: Q4060253 / rank @@
+Normal rank
@@ Property / cites work @@
+EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
+Normal rank
@@ Property / cites work @@
+Q3160669
@@ Property / cites work: Q3160669 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3415352
@@ Property / cites work: Q3415352 / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q4399897
@@ Property / cites work: Q4399897 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255465
@@ Property / cites work: Q4255465 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
+Normal rank
@@ Property / cites work @@
+Numerical integration using sparse grids
@@ Property / cites work: Numerical integration using sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood approximation by numerical integration on sparse grids
+Normal rank
@@ Property / cites work @@
+Scenario tree modeling for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+The curse of dimensionality for numerical integration of smooth functions
+Normal rank
@@ Property / cites work @@
+Q5444109
@@ Property / cites work: Q5444109 / rank @@
+Normal rank
@@ Property / cites work @@
+Epi‐consistency of convex stochastic programs
@@ Property / cites work: Epi‐consistency of convex stochastic programs / rank @@
+Normal rank
@@ Property / cites work @@
+Q5502876
@@ Property / cites work: Q5502876 / rank @@
+Normal rank
@@ Property / cites work @@
+Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
+Normal rank
@@ Property / cites work @@
+On Figures of Merit for Randomly-Shifted Lattice Rules
+Normal rank
@@ Property / cites work @@
+Generating Moment Matching Scenarios Using Optimization Techniques
+Normal rank
@@ Property / cites work @@
+Stieltjes Polynomials and Related Quadrature Rules
+Normal rank
@@ Property / cites work @@
+Introduction to Numerical Analysis
@@ Property / cites work: Introduction to Numerical Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4003879
@@ Property / cites work: Q4003879 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo and Quasi-Monte Carlo Methods 2004
@@ Property / cites work: Monte Carlo and Quasi-Monte Carlo Methods 2004 / rank @@
+Normal rank
@@ Property / cites work @@
+A branch and bound method for stochastic global optimization
+Normal rank
@@ Property / cites work @@
+High dimensional integration of smooth functions over cubes
+Normal rank
@@ Property / cites work @@
+Simple cubature formulas with high polynomial exactness
+Normal rank
@@ Property / cites work @@
+The Optimum Addition of Points to Quadrature Formulae
+Normal rank
@@ Property / cites work @@
+An algorithm for generating interpolatory quadrature rules of the highest degree of precision with preassigned nodes for general weight functions
+Normal rank
@@ Property / cites work @@
+Epi-Convergent Discretizations of Multistage Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Epi-convergent discretizations of stochastic programs via integration quadratures
+Normal rank
@@ Property / cites work @@
+Scenario tree generation for multiperiod financial optimization of optimal discretization
+Normal rank
@@ Property / cites work @@
+Q4340161
@@ Property / cites work: Q4340161 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4875312
@@ Property / cites work: Q4875312 / rank @@
+Normal rank
@@ Property / cites work @@
+Applications of Stochastic Programming
@@ Property / cites work: Applications of Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Explicit cost bounds of algorithms for multivariate tensor product problems
+Normal rank