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

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