Multi-horizon stochastic programming

Cites Work

Generating Scenario Trees for Multistage Decision Problems
Option theory and modeling under uncertainty
Single-commodity network design with random edge capacities
Scenarios for multistage stochastic programs
Title not available (Why is that?)
Supply chain design under uncertainty using sample average approximation and dual decomposition
Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems
Single source single-commodity stochastic network design
Strategic analysis of technology and capacity investments in the liquefied natural gas industry
Scenario Reduction Techniques in Stochastic Programming

Cited In (23)

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 that?)
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 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 that?)
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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