SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267): Difference between revisions

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-.1016/j.orl.2012.04.006
@@ Property / DOI: 10.1016/j.orl.2012.04.006 / rank @@
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+Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10--20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27--31, 2007
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+Scenarios for multistage stochastic programs
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+Polyhedral Risk Measures in Stochastic Programming
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+SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
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+On the convergence of stochastic dual dynamic programming and related methods
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+Analysis of stochastic dual dynamic programming method
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+.1016/J.ORL.2012.04.006
@@ Property / DOI: 10.1016/J.ORL.2012.04.006 / rank @@
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