Inference of statistical bounds for multistage stochastic programming problems
From MaRDI portal
(Redirected from Publication:1423707)
Recommendations
Cited in
(42)- Scenario Reduction Techniques in Stochastic Programming
- Scenario tree modeling for multistage stochastic programs
- Solving multistage asset investment problems by the sample average approximation method
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
- Scenario reduction for stochastic programs with conditional value-at-risk
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
- Optimal annuity portfolio under inflation risk
- Galerkin methods in dynamic stochastic programming
- Stochastic programming approach to optimization under uncertainty
- Stochastic dual dynamic integer programming
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties
- Optimization of R\&D project portfolios under endogenous uncertainty
- Structure of risk-averse multistage stochastic programs
- Climate change and optimal energy technology R\&D policy
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- An effective heuristic for multistage linear programming with a stochastic right-hand side
- Testing the structure of multistage stochastic programs
- A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints
- On complexity of multistage stochastic programs under heavy tailed distributions
- Convergent bounds for stochastic programs with expected value constraints
- A note on sample complexity of multistage stochastic programs
- Dynamic generation of scenario trees
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
- Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk
- Primal and dual linear decision rules in stochastic and robust optimization
- Evaluating policies in risk-averse multi-stage stochastic programming
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
- SDDP for multistage stochastic linear programs based on spectral risk measures
- Variance reduction in sample approximations of stochastic programs
- Airline network revenue management by multistage stochastic programming
- Short-term hydropower production planning by stochastic programming
- On complexity of multistage stochastic programs
- scientific article; zbMATH DE number 2190123 (Why is no real title available?)
- Distributions and bootstrap for data-based stochastic programming
- Numerical study of discretizations of multistage stochastic programs
- Scenario Tree Generation for Multi-stage Stochastic Programs
- Quantitative stability of multistage stochastic programs via calm modifications
This page was built for publication: Inference of statistical bounds for multistage stochastic programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1423707)