Pages that link to "Item:Q833557"
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The following pages link to On a time consistency concept in risk averse multistage stochastic programming (Q833557):
Displaying 50 items.
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← 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)
- On Bellman's principle with inequality constraints (Q435749) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty (Q827575) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
- Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach (Q1754093) (← 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)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Dynamic consistency for stochastic optimal control problems (Q1931661) (← links)
- Markov decision processes with average-value-at-risk criteria (Q1935914) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs (Q1939693) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Peril, prudence and planning as risk, avoidance and worry (Q2116017) (← links)
- Resource planning strategies for healthcare systems during a pandemic (Q2171558) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Robust management and pricing of liquefied natural gas contracts with cancelation options (Q2247923) (← links)
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- On variance reduction of mean-CVaR Monte Carlo estimators (Q2355198) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
