Scenarios and Policy Aggregation in Optimization Under Uncertainty

Recommendations

scientific article; zbMATH DE number 773966
Scenario analysis via bundle decomposition
Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
Scenario optimization
A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems

Cited in

(only showing first 100 items - show all)

Tactical portfolio planning in the natural gas supply chain
Distributional efficiency in multiobjective stochastic linear programming
The sample average approximation method for empty container repositioning with uncertainties
Progressive hedging for stochastic programs with cross-scenario inequality constraints
A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems
A primal-dual algorithm for risk minimization
Dynamic stochastic approximation for multi-stage stochastic optimization
A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
The impact of general correlation under multi-period mean-variance asset-liability portfolio management
Cost/risk balanced management of scarce resources using stochastic programming
Financial planning via multi-stage stochastic optimization.
An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
Dynamic job assignment: a column generation approach with an application to surgery allocation
Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
A progressive hedging approach for surgery planning under uncertainty
Accelerating techniques on nested decomposition
Scenario-based learning for stochastic combinatorial optimisation
Parallel processors for planning under uncertainty
Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
Decomposition methods in stochastic programming
Chance-constrained economic dispatch with renewable energy and storage
Optimization methods for petroleum fields development and production systems: a review
On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming
Stochastic dual dynamic integer programming
A stochastic bi-objective location model for strategic reverse logistics
Parallelizable preprocessing method for multistage stochastic programming problems
Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
scientific article; zbMATH DE number 7733428 (Why is no real title available?)
A stochastic Nash equilibrium problem for medical supply competition
Applying robust optimization to the shelter location-allocation problem: a case study for Istanbul
A two-stage stochastic optimisation model for urban same-day delivery with micro-hubs
Robust optimization with scenarios using belief functions
Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
A matheuristic algorithm for stochastic home health care planning
Scheduled service network design with quality targets and stochastic travel times
Benders decomposition for a stochastic three-level lot sizing and replenishment problem with a distribution structure
An augmented Lagrangian decomposition method for block diagonal linear programming problems
A homogeneous predictor-corrector algorithm for stochastic nonsymmetric convex conic optimization with discrete support
A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
A stochastic production planning problem in hybrid manufacturing and remanufacturing systems with resource capacity planning
Two-stage stochastic variational inequalities: theory, algorithms and applications
Risk-averse stochastic programming and distributionally robust optimization via operator splitting
Strategic financial risk management and operations research
An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
A robust optimization approach with probe-able uncertainty
Solving Two-Stage Stochastic Variational Inequalities by a Hybrid Projection Semismooth Newton Algorithm
Multistage stochastic convex programs: duality and its implications
Generalizations of the proximal method of multipliers in convex optimization
Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
Value function gradient learning for large-scale multistage stochastic programming problems
Comparing stage-scenario with nodal formulation for multistage stochastic problems
Enhancements of two-stage stochastic decomposition
Concurrent MDPs with Finite Markovian Policies
On solving stochastic production planning problems via scenario modelling
Efficient multi-objective reinforcement learning via multiple-gradient descent with iteratively discovered weight-vector sets
Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
Duality gaps in nonconvex stochastic optimization
A twist on SLP algorithms for NLP and MINLP problems: an application to gas transmission networks
Scenario generation and stochastic programming models for asset liability management
A diagonal quadratic approximation method for large scale linear programs
Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
Approximating combinatorial optimization problems with the ordered weighted averaging criterion
A prediction-correction ADMM for multistage stochastic variational inequalities
Designing a two-echelon distribution network under demand uncertainty
On stochastic dynamic programming for solving large-scale planning problems under uncertainty
A multiobjective metaheuristic for a mean-risk multistage capacity investment problem
Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
A parallel hub-and-spoke system for large-scale scenario-based optimization under uncertainty
A branch and bound method for stochastic global optimization
A variable-penalty alternating directions method for convex optimization
Inexact subgradient methods with applications in stochastic programming
A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty
Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic
Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty
Duality and statistical tests of optimality for two stage stochastic programs
Optimal booking and scheduling in outpatient procedure centers
Cluster Lagrangean decomposition in multistage stochastic optimization
Simulation-based parametric optimization for long-term asset allocation using behavioral utilities
Efficient Stochastic Programming in Julia
Total allowable catch for managing squat lobster fishery using stochastic nonlinear programming
A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
Decision rule approximations for the risk averse reservoir management problem
Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems
A survey on metaheuristics for stochastic combinatorial optimization
Tracking error: a multistage portfolio model
Stochastic unit commitment problem
Large-scale unit commitment under uncertainty
A study of progressive hedging for stochastic integer programming
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
scientific article; zbMATH DE number 773966 (Why is no real title available?)
Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach
A survey on operator splitting and decomposition of convex programs
A stochastic variational approach to study economic equilibrium problems under uncertainty
Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems
BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty

This page was built for publication: Scenarios and Policy Aggregation in Optimization Under Uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3354472)