Pages that link to "Item:Q494328"

The following pages link to Evaluating policies in risk-averse multi-stage stochastic programming (Q494328):

Displaying 34 items.

• Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
• The effect of regularization in portfolio selection problems (Q828760) (← 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)
• Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
• Distributionally robust SDDP (Q1989729) (← links)
• On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
• Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← 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)
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
• Complexity of stochastic dual dynamic programming (Q2118093) (← links)
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
• Regularized stochastic dual dynamic programming for convex nonlinear optimization problems (Q2218885) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
• An improved averaged two-replication procedure with Latin hypercube sampling (Q2417094) (← links)
• Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
• The last dozen of years of or research in Czechia and Slovakia (Q2673270) (← links)
• Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (Q2830943) (← links)
• Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs (Q2834560) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (Q5152472) (← links)
• Inexact Cuts in Stochastic Dual Dynamic Programming (Q5215519) (← links)
• Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures (Q5219554) (← links)
• Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
• Profit sharing mechanisms in multi-owned cascaded hydrosystems (Q6050384) (← links)
• Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
• A multistage distributionally robust optimization approach to water allocation under climate uncertainty (Q6106506) (← links)
• Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)