Multistage stochastic programming: Error analysis for the convex case
From MaRDI portal
Publication:4289820
Recommendations
Cites work
- A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem
- Applying the progressive hedging algorithm to stochastic generalized networks
- Bounding multi-stage stochastic programs from above
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
- Convex Analysis
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Distribution sensitivity in stochastic programming
- Extended scenario analysis
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
- scientific article; zbMATH DE number 4062822 (Why is no real title available?)
- scientific article; zbMATH DE number 4089324 (Why is no real title available?)
- scientific article; zbMATH DE number 4093184 (Why is no real title available?)
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 3720708 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
- scientific article; zbMATH DE number 3528071 (Why is no real title available?)
- scientific article; zbMATH DE number 3583592 (Why is no real title available?)
- Inequalities in completely convex stochastic programming
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Multistage Stochastic Programming with Recourse As Mathematical Programming in an L_p Space
- Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem
- On optimal regulation of a storage level with application to the water level regulation of a lake
- On stability in multiobjective programming. A stochastic approach
- Parallel decomposition of multistage stochastic programming problems
- Parallel processors for planning under uncertainty
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Solving multistage stochastic networks: An application of scenario aggregation
- Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
- Solving stochastic programming problems with recourse including error bounds
- Stability analysis for stochastic programs
- Stability and sensitivity-analysis for stochastic programming
- Stability in Two-Stage Stochastic Programming
- Stochastic two-stage programming
- The Optimal Recourse Problem in Discrete Time: L^1 -Multipliers for Inequality Constraints
- When Is a Multistage Stochastic Programming Problem Well-Defined?
Cited in
(9)- The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate
- Convergent bounds for stochastic programs with expected value constraints
- Barycentric scenario trees in convex multistage stochastic programming
- Management of non-maturing deposits by multistage stochastic programming
- Stability in multistage stochastic programming
- Second-order scenario approximation and refinement in optimization under uncertainty
- Aggregation and discretization in multistage stochastic programming
- Bound-based decision rules in multistage stochastic programming
- On the safe side of stochastic programming: bounds and approximations
This page was built for publication: Multistage stochastic programming: Error analysis for the convex case
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4289820)
