Building a stochastic programming model from scratch: a harvesting management example

DOI10.1080/14697688.2015.1114365MaRDI QIDQ5001122zbMATH OpenOpenAlexFDO

Authors I. Rios, Roger J.-B. Wets, Andrés Weintraub

Publication date 16 July 2021

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2015.1114365

zbMATH Keywords

scenario generationstochastic programmingscenario treesstochastic evaluation

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stochastic programming (90C15)

Recommendations

• Forestry management under uncertainty
• Stochastic optimization models in forest planning: a progressive hedging solution approach
• On dealing with strategic and tactical decision levels in forestry planning under uncertainty
• Scenario Tree Generation for Multi-stage Stochastic Programs
• Scenario tree modeling for multistage stochastic programs

Cites work

• scientific article; zbMATH DE number 5991596 (Why is no real title available?)
• A heuristic for moment-matching scenario generation
• Approximate means and standard deviations based on distances between percentage points of frequency curves
• Assessing solution quality in stochastic programs
• Discrete Approximations of Probability Distributions
• Evaluation of scenario generation methods for stochastic programming
• Forest management challenges for operational researchers
• Forestry management under uncertainty
• Generating scenario trees for multistage decision problems
• Moment Methods for Decision Analysis
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs
• Multi-period forecasting and scenario generation with limited data
• Scenario reduction algorithms in stochastic programming
• Scenario tree generation approaches using K-means and LP moment matching methods
• Scenario tree generation for multiperiod financial optimization of optimal discretization
• Scenario tree modeling for multistage stochastic programs
• Scenarios for multistage stochastic programs
• Stochastic optimization models in forest planning: a progressive hedging solution approach
• Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
• The optimal harvesting problem under price uncertainty
• Three-Point Approximations for Continuous Random Variables

Cited in

(12)

• Stochastic optimization models in forest planning: a progressive hedging solution approach
• An improved averaged two-replication procedure with Latin hypercube sampling
• A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
• On dealing with strategic and tactical decision levels in forestry planning under uncertainty
• Adaptive optimization of forest management in a stochastic world
• Comparing an expected value with a multistage stochastic optimization approach for the case of wine grape harvesting operations with quality degradation
• Selecting wood supply contracts under uncertainty using stochastic programming
• Risk management for forestry planning under uncertainty in demand and prices
• A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging
• Stochastic forestry planning under market and growth uncertainty
• scientific article; zbMATH DE number 1322754 (Why is no real title available?)
• Forestry management under uncertainty

This page was built for publication: Building a stochastic programming model from scratch: a harvesting management example

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5001122)