Bounds in multistage linear stochastic programming
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Publication:467481
DOI10.1007/S10957-013-0450-1zbMATH Open1330.90062OpenAlexW1976667494MaRDI QIDQ467481FDOQ467481
Authors: Francesca Maggioni, E. Allevi, 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
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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
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
- Barycentric bounds in stochastic programming: theory and application
- 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
- A scalable bounding method for multistage stochastic programs
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems
- 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
- On the safe side of stochastic programming: bounds and approximations
- 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
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- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- Dual Bounds for Periodical Stochastic Programs
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
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- Bounding multi-stage stochastic programs from above
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- A hierarchy of bounds for stochastic mixed-integer programs
- Bound-based decision rules in multistage stochastic programming
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