Multi-horizon stochastic programming
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Publication:744263
DOI10.1007/S10287-013-0182-6zbMATH Open1298.90008OpenAlexW1996040720MaRDI QIDQ744263FDOQ744263
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Cites Work
- Dantzig-Wolfe decomposition for solving multistage stochastic capacity-planning problems
- Generating scenario trees for multistage decision problems
- Multi-stage stochastic programming for natural gas infrastructure design with a production perspective
- Option theory and modeling under uncertainty
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- Scenarios for multistage stochastic programs
- Single source single-commodity stochastic network design
- Single-commodity network design with random edge capacities
- Strategic analysis of technology and capacity investments in the liquefied natural gas industry
- Supply chain design under uncertainty using sample average approximation and dual decomposition
Cited In (24)
- On the number of stages in multistage stochastic programs
- Operational decisions for multi-period industrial gas pipeline networks under uncertainty
- A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
- A dual-level stochastic fleet size and mix problem for offshore wind farm maintenance operations
- A first order approach to a class of multi-time-period stochastic programming problems
- Title not available (Why is no real title available?)
- On dealing with strategic and tactical decision levels in forestry planning under uncertainty
- The multi-sourcing location inventory problem with stochastic demand
- On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management
- Designing a two-echelon distribution network under demand uncertainty
- Bounds in multi-horizon stochastic programs
- A multi‐period integrated planning and scheduling approach for developing energy systems
- A node formulation for multistage stochastic programs with endogenous uncertainty
- Renewable electricity capacity planning with uncertainty at multiple scales
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- Experimentation with Benders decomposition for solving the two-timescale stochastic generation capacity expansion problem
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach
- Title not available (Why is no real title available?)
- Decomposition methods for monotone two-time-scale stochastic optimization problems
- Decomposition methods for multi-horizon stochastic programming
- Multiscale stochastic optimization: modeling aspects and scenario generation
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