Cost/risk balanced management of scarce resources using stochastic programming
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Cites work
- A comparison of multiple criteria analysis techniques for water resource management
- A Dynamic Network Flow Problem with Uncertain arc Capacities: Formulation and Problem Structure
- A hybrid inexact-stochastic water management model
- A single-period model for conjunctive use of ground and surface water under severe overdrafts and water deficit
- An application of Lagrangian relaxation to a capacity planning problem under uncertainty
- An asset liability management model for casualty insurers: Complexity reduction vs. parameterized decision rules
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
- Applications of Stochastic Programming
- Applying stochastic goal programming: a case study on water use planning
- Coherent measures of risk
- Conditional value-at-risk: optimization approach
- Decomposition methods in stochastic programming
- Dynamic stochastic programming for asset-liability management
- Formulation of the Russell-Yasuda Kasai financial planning model
- Generating scenario trees for multistage decision problems
- scientific article; zbMATH DE number 1688599 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
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- Introduction to Stochastic Programming
- Multi-objective optimization of water-using systems
- Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Short-term hydropower production planning by stochastic programming
- Stochastic decomposition. A statistical method for large scale stochastic linear programming
- Stochastic facility location with general long-run costs and convex short-run costs
- Stochastic network optimization models for investment planning
- Stochastic optimization in telecommunications
- Stochastic programming in water management: A case study and a comparison of solution techniques
- WARSYP: A robust modeling approach for water resources system planning under uncertainty
Cited in
(6)- Resource-constrained management of heterogeneous assets with stochastic deterioration
- Incorporating human factors-related performance variation in optimizing a serial system
- A multi-level Taguchi-factorial two-stage stochastic programming approach for characterization of parameter uncertainties and their interactions: an application to water resources management
- Medium range optimization of copper extraction planning under uncertainty in future copper prices
- Operational risk: emerging markets, sectors and measurement
- Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties
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