Pages that link to "Item:Q1363430"

The following pages link to Barycentric scenario trees in convex multistage stochastic programming (Q1363430):

Displaying 19 items.

• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Management of non-maturing deposits by multistage stochastic programming (Q1410316) (← links)
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
• Optimal capacity allocation in multi-auction electricity markets under uncertainty (Q1885935) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• (Q3604331) (← links)
• (Q3604334) (← links)
• Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
• Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)