Pages that link to "Item:Q2806826"

The following pages link to Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826):

Displaying 19 items.

• On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems (Q721958) (← links)
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
• On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
• On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
• Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control (Q2082497) (← links)
• Bi-objective multistage stochastic linear programming (Q2097668) (← links)
• Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
• On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
• Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties (Q2817839) (← links)
• Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)
• Quantile Markov Decision Processes (Q5095150) (← links)
• Stochastic Control of Optimized Certainty Equivalents (Q5097215) (← links)
• Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)