Pages that link to "Item:Q1396832"

The following pages link to Scenario reduction in stochastic programming (Q1396832):

Displaying 50 items.

• 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)
• A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
• Clustering-based preconditioning for stochastic programs (Q288399) (← links)
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• Bidding in sequential electricity markets: the Nordic case (Q296886) (← links)
• Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market (Q301085) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition (Q320877) (← links)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← links)
• Scenario construction and reduction applied to stochastic power generation expansion planning (Q339532) (← 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)
• Stochastic programming approach for energy management in electric microgrids (Q478949) (← links)
• Medium-term planning for thermal electricity production (Q480763) (← links)
• Supersparse linear integer models for optimized medical scoring systems (Q506427) (← links)
• A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
• A stochastic programming model for the thermal optimal day-ahead bid problem with physical futures contracts (Q716340) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Scenario reduction in stochastic programming with respect to discrepancy distances (Q842772) (← links)
• Stochastic constraint programming: A scenario-based approach (Q850457) (← links)
• Reservoir geological uncertainty reduction: an optimization-based method using multiple static measures (Q888364) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
• Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• A Benders decomposition method for solving stochastic complementarity problems with an application in energy (Q967222) (← links)
• No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
• Adaptive discretization of convex multistage stochastic programs (Q1006551) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
• Asset-liability management for Czech pension funds using stochastic programming (Q1026535) (← links)
• The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Solving stochastic complementarity problems in energy market modeling using scenario reduction (Q1042022) (← links)
• Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
• Capacity expansion of stochastic power generation under two-stage electricity markets (Q1651629) (← links)
• Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
• Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter (Q1703468) (← links)
• A unified framework for stochastic optimization (Q1719609) (← links)
• Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
• Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
• A multi-stage stochastic program for supply chain network redesign problem with price-dependent uncertain demands (Q1782189) (← links)
• A scalable solution framework for stochastic transmission and generation planning problems (Q1789560) (← links)
• Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)