Pages that link to "Item:Q902085"
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The following pages link to Dynamic generation of scenario trees (Q902085):
Displaying 30 items.
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem (Q724143) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Risk aversion in imperfect natural gas markets (Q1751818) (← links)
- Stochastic short-term hydropower planning with inflow scenario trees (Q1751942) (← 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)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
- Scenario generation by selection from historical data (Q2051173) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties (Q2817839) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Problem-driven scenario clustering in stochastic optimization (Q6088772) (← links)
- Adapted topologies and higher rank signatures (Q6104023) (← links)
- Uncertainty in maritime ship routing and scheduling: a literature review (Q6112538) (← links)
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach (Q6113326) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)
- Convergence of adapted empirical measures on \(\mathbb{R}^d\) (Q6620083) (← links)
