Bounds in multistage linear stochastic programming
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- A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
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Cited in
(40)- Mitigating the COVID‐19 pandemic through data‐driven resource sharing
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Inference of statistical bounds for multistage stochastic programming problems
- On the safe side of stochastic programming: bounds and approximations
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
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- Generalized bounds for convex multistage stochastic programs.
- Bounds and approximations for multistage stochastic programs
- A scalable bounding method for multistage stochastic programs
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- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Dual Bounds for Periodical Stochastic Programs
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- On the number of stages in multistage stochastic programs
- Bounding multi-stage stochastic programs from above
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
- Barycentric bounds in stochastic programming: theory and application
- Bi-objective multistage stochastic linear programming
- Two-stage stochastic standard quadratic optimization
- Monotonic bounds in multistage mixed-integer stochastic programming
- On air traffic flow management with rerouting. II: Stochastic case
- The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction
- Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers
- Bounding procedures for multistage stochastic dynamic networks
- A hierarchy of bounds for stochastic mixed-integer programs
- A stochastic programming model for a tactical solid waste management problem
- An effective heuristic for multistage linear programming with a stochastic right-hand side
- Convergent bounds for stochastic programs with expected value constraints
- Bound-based decision rules in multistage stochastic programming
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Quantification of risk in classical models of finance
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- Exact Quantization of Multistage Stochastic Linear Problems
- Bounds in multi-horizon stochastic programs
- A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
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