Pages that link to "Item:Q2476988"

The following pages link to Aggregation and discretization in multistage stochastic programming (Q2476988):

Displaying 18 items.

• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
• An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• Bounds in multi-horizon stochastic programs (Q827134) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857) (← links)
• Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
• Stochastic program for disassembly lot-sizing under uncertain component refurbishing lead times (Q2160509) (← links)
• Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
• Bounds and Approximations for Multistage Stochastic Programs (Q2796801) (← links)
• (Q3604331) (← links)
• Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)