Bounds in multistage linear stochastic programming
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Publication:467481
DOI10.1007/S10957-013-0450-1zbMATH Open1330.90062OpenAlexW1976667494MaRDI QIDQ467481FDOQ467481
E. Allevi, Francesca Maggioni, Marida Bertocchi
Publication date: 3 November 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0450-1
multistage stochastic programmingvalue of stochastic solutionexpected value problemskeleton solution
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Cited In (34)
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- On the number of stages in multistage stochastic programs
- Two-stage stochastic standard quadratic optimization
- Quantification of risk in classical models of finance
- Generalized bounds for convex multistage stochastic programs.
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction
- Bi-objective multistage stochastic linear programming
- Mitigating the COVID‐19 pandemic through data‐driven resource sharing
- Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- A stochastic programming model for a tactical solid waste management problem
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- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
- Bounding procedures for multistage stochastic dynamic networks
- Exact Quantization of Multistage Stochastic Linear Problems
- Bounds in multi-horizon stochastic programs
- Monotonic bounds in multistage mixed-integer stochastic programming
- On air traffic flow management with rerouting. II: Stochastic case
- An effective heuristic for multistage linear programming with a stochastic right-hand side
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
- Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs
- Bounds and approximations for multistage stochastic programs
- Bounding multi-stage stochastic programs from above
- Inference of statistical bounds for multistage stochastic programming problems
- The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems
- Title not available (Why is that?)
- A Scalable Bounding Method for Multistage Stochastic Programs
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