Pages that link to "Item:Q1866130"

The following pages link to Scenario reduction algorithms in stochastic programming (Q1866130):

Displaying 50 items.

• Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
• Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
• A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems (Q291046) (← links)
• Bidding in sequential electricity markets: the Nordic case (Q296886) (← links)
• Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market (Q301085) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty (Q322948) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• Scenario construction and reduction applied to stochastic power generation expansion planning (Q339532) (← links)
• A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets (Q342287) (← links)
• Commitment and dispatch of heat and power units via affinely adjustable robust optimization (Q342535) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
• Conditioning of linear-quadratic two-stage stochastic optimization problems (Q484135) (← links)
• A stochastic bi-objective location model for strategic reverse logistics (Q611007) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
• Scenario reduction in stochastic programming with respect to discrepancy distances (Q842772) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy (Q967222) (← links)
• No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
• Adaptive discretization of convex multistage stochastic programs (Q1006551) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Maximizing the net present value of a project under uncertainty (Q1039778) (← links)
• Solving stochastic complementarity problems in energy market modeling using scenario reduction (Q1042022) (← links)
• Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
• A stochastic programming approach for the optimal management of aggregated distributed energy resources (Q1652676) (← links)
• Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
• Ensemble clustering for efficient robust optimization of naturally fractured reservoirs (Q1710311) (← links)
• Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
• Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
• Energy contracts management by stochastic programming techniques (Q1931657) (← links)
• Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
• Fostering long-term care planning in practice: extending objectives and advancing stochastic treatment within location-allocation modelling (Q2030670) (← links)
• Scenario generation by selection from historical data (Q2051173) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
• Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• Model and solution method for mean-risk cost-based post-disruption restoration of interdependent critical infrastructure networks (Q2147096) (← links)