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

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