Scenario tree reduction for multistage stochastic programs (Q2271796): Difference between revisions

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-Holger Heitsch
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+Holger Heitsch
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+MaRDI publication profile
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+W2087682750
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+The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
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+Scenarios for multistage stochastic programs
@@ Property / cites work: Scenarios for multistage stochastic programs / rank @@
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+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
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+Polyhedral Risk Measures in Stochastic Programming
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+Stability of multistage stochastic programs incorporating polyhedral risk measures
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+Scenario reduction algorithms in stochastic programming
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+Stability and Scenario Trees for Multistage Stochastic Programs
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+A note on scenario reduction for two-stage stochastic programs
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+Scenario tree modeling for multistage stochastic programs
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+Stability of Multistage Stochastic Programs
@@ Property / cites work: Stability of Multistage Stochastic Programs / rank @@
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+Scenario reduction in stochastic programming with respect to discrepancy distances
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+Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming
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+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
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+A heuristic for moment-matching scenario generation
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+Generalized bounds for convex multistage stochastic programs.
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+Aggregation and discretization in multistage stochastic programming
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+Epi-convergent discretizations of multistage stochastic programs via integration quadratures
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+Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs
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