Pages that link to "Item:Q2502215"
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The following pages link to Solving multistage asset investment problems by the sample average approximation method (Q2502215):
Displaying 11 items.
- The optimal harvesting problem under price uncertainty (Q490173) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control (Q2440769) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- Decomposition of large-scale stochastic optimal control problems (Q3057528) (← links)