Pages that link to "Item:Q139592"

The following pages link to Generating Scenario Trees for Multistage Decision Problems (Q139592):

Displayed 36 items.

• ForestDisc (Q139593) ‎ (← links)
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) ‎ (← links)
• Automatic formulation of stochastic programs via an algebraic modeling language (Q871689) ‎ (← links)
• A robust optimization model for multi-site production planning problem in an uncertain environment (Q872258) ‎ (← links)
• Clustering algorithms for scenario tree generation: application to natural hydro inflows (Q877626) ‎ (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) ‎ (← links)
• A general framework for multistage mean-variance post-tax optimization (Q940838) ‎ (← links)
• On-line portfolio selection using stochastic programming (Q951342) ‎ (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) ‎ (← links)
• Simulation and optimization approaches to scenario tree generation (Q953641) ‎ (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) ‎ (← links)
• Asset-liability management for Czech pension funds using stochastic programming (Q1026535) ‎ (← links)
• Airline network revenue management by multistage stochastic programming (Q1031952) ‎ (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) ‎ (← links)
• The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) ‎ (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) ‎ (← links)
• Post-tax optimization with stochastic programming (Q1877032) ‎ (← links)
• A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains (Q1879584) ‎ (← links)
• Optimal capacity allocation in multi-auction electricity markets under uncertainty (Q1885935) ‎ (← links)
• A stochastic programming approach for multi-period portfolio optimization (Q2271799) ‎ (← links)
• A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) ‎ (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) ‎ (← links)
• A dynamic stochastic programming model for international portfolio management (Q2464234) ‎ (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) ‎ (← links)
• Short-term hydropower production planning by stochastic programming (Q2471236) ‎ (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) ‎ (← links)
• Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) ‎ (← links)
• Integrating stochastic programming and decision tree techniques in land conversion problems (Q2507415) ‎ (← links)
• A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) ‎ (← links)
• Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) ‎ (← links)
• CORRELATIONS IN STOCHASTIC PROGRAMMING: A CASE FROM STOCHASTIC SERVICE NETWORK DESIGN (Q3439885) ‎ (← links)
• (Q3604331) ‎ (← links)
• Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) ‎ (← links)
• Genetic Algorithms for Scenario Generation in Stochastic Programming (Q5302464) ‎ (← links)
• Stress testing for VaR and CVaR (Q5423193) ‎ (← links)
• Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) ‎ (← links)