Pages that link to "Item:Q2271796"

The following pages link to Scenario tree reduction for multistage stochastic programs (Q2271796):

Displaying 42 items.

• Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← 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)
• 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)
• Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
• Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← 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)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
• Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
• Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account (Q545525) (← links)
• On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem (Q724143) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
• Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
• Medium-term power planning in electricity markets with pool and bilateral contracts (Q1753453) (← links)
• Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
• On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
• Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257) (← links)
• Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
• Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
• A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging (Q2064744) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
• Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
• Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
• Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
• Large-scale unit commitment under uncertainty (Q2351161) (← links)
• Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205) (← links)
• Dynamic determination of vessel speed and selection of bunkering ports for liner shipping under stochastic environment (Q2454374) (← links)
• A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
• From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties (Q2817839) (← links)
• Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
• Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
• Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
• Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
• A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)