Pages that link to "Item:Q1622820"

The following pages link to Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820):

Displaying 16 items.

• Gas storage valuation in incomplete markets (Q2028869) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• CCR model-based evaluation on the effectiveness and maturity of technological innovation (Q2076403) (← links)
• Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming (Q2140221) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• Parallel and distributed computing for stochastic dual dynamic programming (Q2155214) (← links)
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (Q2198541) (← links)
• Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
• Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
• Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
• A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
• Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560) (← links)
• Robust multi-stage economic dispatch with renewable generation and storage (Q6112642) (← links)
• Optimizing vaccine distribution in developing countries under natural disaster risk (Q6150232) (← links)
• Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)