Pages that link to "Item:Q1423707"
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The following pages link to Inference of statistical bounds for multistage stochastic programming problems (Q1423707):
Displaying 39 items.
- An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Climate change and optimal energy technology R\&D policy (Q545123) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Optimization of R\&D project portfolios under endogenous uncertainty (Q992625) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- A dynamic programming model of energy storage and transformer deployments to relieve distribution constraints (Q1789573) (← links)
- Multistage stochastic programming approach for joint optimization of job scheduling and material ordering under endogenous uncertainties (Q2029905) (← links)
- Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage (Q2066195) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Quantitative stability of multistage stochastic programs via calm modifications (Q2294232) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control (Q2440769) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- On complexity of multistage stochastic programs (Q2583700) (← links)
- On complexity of multistage stochastic programs under heavy tailed distributions (Q2661635) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604334) (← links)
- Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities (Q4995106) (← links)