Inference of statistical bounds for multistage stochastic programming problems

Cited In (41)

Scenario Reduction Techniques in Stochastic Programming
Scenario tree modeling for multistage stochastic programs
Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
Solving multistage asset investment problems by the sample average approximation method
Epi-convergent discretizations of multistage stochastic programs via integration quadratures
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
Scenario reduction for stochastic programs with conditional value-at-risk
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
Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
Climate change and optimal energy technology R\&D policy
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
Testing the structure of multistage stochastic programs
A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints
An effective heuristic for multistage linear programming with a stochastic right-hand side
On complexity of multistage stochastic programs under heavy tailed distributions
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Convergent bounds for stochastic programs with expected value constraints
Dynamic generation of scenario trees
Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
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
Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
Evaluating policies in risk-averse multi-stage stochastic programming
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
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Short-term hydropower production planning by stochastic programming
On complexity of multistage stochastic programs
Distributions and bootstrap for data-based stochastic programming
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management
Scenario Tree Generation for Multi-stage Stochastic Programs
Quantitative stability of multistage stochastic programs via calm modifications

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