Pages that link to "Item:Q139592"

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

Displaying 50 items.

• ForestDisc (Q139593) (← links)
• Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
• Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
• Bidding in sequential electricity markets: the Nordic case (Q296886) (← links)
• An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
• Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design (Q336890) (← links)
• Scenario construction and reduction applied to stochastic power generation expansion planning (Q339532) (← links)
• An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
• A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
• A stochastic bi-objective location model for strategic reverse logistics (Q611007) (← links)
• Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
• A co-evolutionary matheuristic for the car rental capacity-pricing stochastic problem (Q666980) (← links)
• Multi-horizon stochastic programming (Q744263) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
• Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← 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)
• Designing and pricing guarantee options in defined contribution pension plans (Q896773) (← links)
• Dynamic generation of scenario trees (Q902085) (← 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)
• No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← 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 design of robust value-creating supply chain networks: a critical review (Q1046092) (← links)
• The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
• Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
• A framework for sensitivity analysis of decision trees (Q1642846) (← links)
• Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
• Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
• Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530) (← links)