Pages that link to "Item:Q1866129"
From MaRDI portal
The following pages link to A heuristic for moment-matching scenario generation (Q1866129):
Displaying 50 items.
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- Bidding in sequential electricity markets: the Nordic case (Q296886) (← links)
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← 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)
- Adding flexibility in a natural gas transportation network using interruptible transportation services (Q319169) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← links)
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← 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)
- 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)
- Single source single-commodity stochastic network design (Q373182) (← links)
- A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account (Q545525) (← links)
- On the number of stages in multistage stochastic programs (Q827133) (← links)
- Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Clustering algorithms for scenario tree generation: application to natural hydro inflows (Q877626) (← 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)
- Supply chain design under uncertainty using sample average approximation and dual decomposition (Q1042158) (← links)
- Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- Network design in scarce data environment using moment-based distributionally robust optimization (Q1651520) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- A scalable solution framework for stochastic transmission and generation planning problems (Q1789560) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- Single-commodity network design with random edge capacities (Q1926752) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design (Q2027067) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging (Q2064744) (← links)
- Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Decision-based scenario clustering for decision-making under uncertainty (Q2171324) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- Optimization of covered calls under uncertainty (Q2218910) (← links)
- A risk management system for sustainable fleet replacement (Q2254002) (← links)
