The following pages link to (Q3415352):
Displayed 36 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Managing capacity flexibility in make-to-order production environments (Q421760) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- On the convergence of stochastic dual dynamic programming and related methods (Q1003494) (← links)
- Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
- Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem (Q1752849) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q2051153) (← links)
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs (Q2063190) (← links)
- Complexity of stochastic dual dynamic programming (Q2118093) (← links)
- Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers (Q2138295) (← links)
- MIDAS: a mixed integer dynamic approximation scheme (Q2188240) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685) (← links)
- Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs (Q2450627) (← links)
- Particle methods for stochastic optimal control problems (Q2636612) (← links)
- Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs (Q2834560) (← links)
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
- Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (Q5152472) (← links)
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
- On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (Q5245018) (← links)
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
- The policy graph decomposition of multistage stochastic programming problems (Q6092646) (← links)
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)