scientific article; zbMATH DE number 5238561

From MaRDI portal
Publication:5444109

zbMath1171.90490MaRDI QIDQ5444109

Michal Kaut, Stein W. Wallace

Publication date: 22 February 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Behavioral analytics for myopic agents, Exact Quantization of Multistage Stochastic Linear Problems, A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations, A stochastic programming model for a tactical solid waste management problem, A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem, Total variation bounds on the expectation of periodic functions with applications to recourse approximations, Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs, An algorithm for moment-matching scenario generation with application to financial portfolio optimisation, A moment-matching method to generate arbitrage-free scenarios, Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition, A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty, Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic, Forward thresholds for operation of pumped-storage stations in the real-time energy market, A new multi-criteria scenario-based solution approach for stochastic forward/reverse supply chain network design, Perspectives of approximate dynamic programming, The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems, A maritime inventory routing problem with stochastic sailing and port times, Scenario construction and reduction applied to stochastic power generation expansion planning, A stochastic programming approach for the optimal management of aggregated distributed energy resources, An interactive approach to stochastic programming-based portfolio optimization, Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty, Single source single-commodity stochastic network design, Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer, Single-commodity network design with random edge capacities, Lagrange dual bound computation for stochastic service network design, An improved averaged two-replication procedure with Latin hypercube sampling, A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants, HMM based scenario generation for an investment optimisation problem, Energy contracts management by stochastic programming techniques, Optimal chance-constrained pension fund management through dynamic stochastic control, On the safe side of stochastic programming: bounds and approximations, A New Scenario Reduction Method Based on Higher-Order Moments, Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut, Farmland allocation in the conversion from conventional to organic farming, Single-Commodity Network Design with Stochastic Demand and Multiple Sources and Sinks, Supply chain network design under uncertainty: a comprehensive review and future research directions, Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling, A bi-criteria moving-target travelling salesman problem under uncertainty, Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules, Scenario generation for stochastic optimization problems via the sparse grid method, Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands, Short-term electricity procurement: a rolling horizon stochastic programming approach, Scenario tree generation approaches using K-means and LP moment matching methods, Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management, Tactical Portfolio Planning in the Natural Gas Supply Chain, Comparison of Sampling Methods for Dynamic Stochastic Programming, Bridging \(k\)-sum and CVaR optimization in MILP, Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables, Scenario tree construction driven by heuristic solutions of the optimization problem, Stochastic Network Design for Planning Scheduled Transportation Services: The Value of Deterministic Solutions, Stochastic multi-commodity network design: the quality of deterministic solutions, Vehicle Routing with Space- and Time-Correlated Stochastic Travel Times: Evaluating the Objective Function, Stochastic optimization models for a bike-sharing problem with transshipment, Stochastic programming approach for energy management in electric microgrids, A mixed R{\&}D projects and securities portfolio selection model, Solution approaches for the stochastic capacitated traveling salesmen location problem with recourse, Maximizing performance with an eye on the finances: a chance-constrained model for football transfer market decisions, A hybrid heuristic for a stochastic production-inventory-routing problem, Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers, Variance reduction for sequential sampling in stochastic programming, Investigation of multistage stochastic portfolio optimization problems, Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation, Optimizing profits from hydroelectricity production, Stochastic short-term hydropower planning with inflow scenario trees, Stochastic survivable network design problems: theory and practice, Aggregation and discretization in multistage stochastic programming, Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account, The capacitated transshipment location problem with stochastic handling utilities at the facilities, A metaheuristic for stochastic service network design, A multi-objective multi-period stochastic programming model for public debt management, Stochastic optimization models for a single-sink transportation problem, A study on modeling the dynamics of statistically dependent returns, Transportation outsourcing problems considering feasible probabilities under stochastic demands, Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design, A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure, Multi-stage stochastic programming models for provisioning cloud computing resources, Gas storage valuation in incomplete markets, Solution sensitivity-based scenario reduction for stochastic unit commitment, A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches, Quality evaluation of scenario-tree generation methods for solving stochastic programming problems, A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania, A new moment matching algorithm for sampling from partially specified symmetric distributions, Multistage portfolio optimization with stocks and options, Scenario generation by selection from historical data, SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy, Scenario tree modeling for multistage stochastic programs, Scenario generation in stochastic programming using principal component analysis based on moment-matching approach, Valuation of electricity swing options by multistage stochastic programming, A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging, Convergent bounds for stochastic programs with expected value constraints, Observational data-based quality assessment of scenario generation for stochastic programs, Stochastic second-order cone programming in mobile ad hoc networks, Models for robust tactical planning in multi-stage production systems with uncertain demands, Building a stochastic programming model from scratch: a harvesting management example, A parsimonious model for generating arbitrage-free scenario trees, Comments on: ``A comparative study of time aggregation techniques in relation to power capacity-expansion modeling, Dispatch planning using newsvendor dual problems and occupation times: application to hydropower, A copula-based heuristic for scenario generation, Multi-period forecasting and scenario generation with limited data, A stability result for linear Markovian stochastic optimization problems, Unnamed Item


Uses Software