The following pages link to EVPI (Q15183):
Displaying 19 items.
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Optimisation of stochastic programming by hidden Markov modelling based scenario generation (Q991873) (← links)
- Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture (Q1011196) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- Computational solution of capacity planning models under uncertainty (Q1978668) (← links)
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model (Q1978669) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- An approach to the valuation and decision of ERP investment projects based on real options (Q2271846) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- (Q3840402) (← links)
- Test problems in stochastic multistage programming (Q4484946) (← links)
- Modelling and solving environments for mathematical programming (MP): a status review and new directions (Q4656725) (← links)
- A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations (Q5144771) (← links)
- (Q5324627) (← links)
- (Q5444109) (← links)
