scientific article; zbMATH DE number 5511101
From MaRDI portal
Publication:3604331
zbMATH Open1154.90558MaRDI QIDQ3604331FDOQ3604331
Berç Rustem, Daniel Kuhn, Panos Parpas
Publication date: 24 February 2009
Full work available at URL: https://eudml.org/doc/33918
Title of this publication is not available (Why is that?)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generating Scenario Trees for Multistage Decision Problems
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems
- Stability of Multistage Stochastic Programs
- Step decision rules for multistage stochastic programming: a heuristic approach
- Aggregation and discretization in multistage stochastic programming
- The sample average approximation method for stochastic discrete optimization
- Introduction to Stochastic Programming
- Tree Approximations of Dynamic Stochastic Programs
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Variance reduction in sample approximations of stochastic programs
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- The performance of stochastic dynamic and fixed mix portfolio models
- Scenario generation and stochastic programming models for asset liability management
- Integrated chance constraints: reduced forms and an algorithm
- Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
- Convergent bounds for stochastic programs with expected value constraints
- Barycentric scenario trees in convex multistage stochastic programming
- On decision rules in stochastic programming
- Multistage stochastic programming: Error analysis for the convex case
- Second-Order Lower Bounds on the Expectation of a Convex Function
Cited In (4)
- Generalized decision rule approximations for stochastic programming via liftings
- Generating decision rules for flexible capacity expansion problem through gene expression programming
- Convergent bounds for stochastic programs with expected value constraints
- Bounding multi-stage stochastic programs from above
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3604331)
