Numerical evaluation of approximation methods in stochastic programming
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Cites work
- Epi-Convergent Discretizations of Multistage Stochastic Programs
- Generating scenario trees for multistage decision problems
- On Stability of Multistage Stochastic Programs
- Scenario reduction in stochastic programming
- Scenario reduction in stochastic programming with respect to discrepancy distances
- Scenario tree modeling for multistage stochastic programs
- Stability of Multistage Stochastic Programs
- The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
- Tree Approximations of Dynamic Stochastic Programs
Cited in
(7)- A computational evaluation of optimal solution value estimation procedures
- A numerical method for solving stochastic programming problems with moment constraints on a distribution function
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
- Numerical validation of compensated algorithms with stochastic arithmetic
- Solving multistage asset investment problems by the sample average approximation method
- scientific article; zbMATH DE number 4204117 (Why is no real title available?)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
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