Pages that link to "Item:Q439530"
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The following pages link to Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530):
Displaying 50 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Stochastic inflow modeling for hydropower scheduling problems (Q319801) (← links)
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling (Q323521) (← links)
- Comparison of imputation methods for discriminant analysis with strategically hidden data (Q323557) (← links)
- An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
- Improving the performance of stochastic dual dynamic programming (Q492066) (← 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)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- Dual dynamic programming with cut selection: convergence proof and numerical experiments (Q1698882) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- A multi-stage stochastic optimization model of a pastoral dairy farm (Q1755408) (← links)
- Stochastic dynamic programming approach to managing power system uncertainty with distributed storage (Q1789640) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Distributionally robust SDDP (Q1989729) (← links)
- Multi-stage stochastic programming models for provisioning cloud computing resources (Q2028773) (← links)
- Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← 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 data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem (Q2108152) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers (Q2138295) (← links)
- Parallel and distributed computing for stochastic dual dynamic programming (Q2155214) (← links)
- Risk neutral reformulation approach to risk averse stochastic programming (Q2184085) (← links)
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
- A new convergent hybrid learning algorithm for two-stage stochastic programs (Q2286915) (← links)
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Stochastic dual dynamic programming with stagewise-dependent objective uncertainty (Q2294526) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- Parallel computing applied to the stochastic dynamic programming for long term operation planning of hydrothermal power systems (Q2355834) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
