Pages that link to "Item:Q320900"
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The following pages link to Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900):
Displayed 40 items.
- On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems (Q721958) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- The effect of regularization in portfolio selection problems (Q828760) (← links)
- On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (Q1651646) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem (Q1755235) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem (Q2108152) (← links)
- Resource planning strategies for healthcare systems during a pandemic (Q2171558) (← links)
- COVID-19: data-driven optimal allocation of ventilator supply under uncertainty and risk (Q2171567) (← links)
- Optimal procurement of flexibility services within electricity distribution networks (Q2183308) (← links)
- Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty (Q2239951) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- On dealing with strategic and tactical decision levels in forestry planning under uncertainty (Q2289912) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation (Q2670546) (← links)
- Transparent structured products for retail investors (Q2672100) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Timely Decision Analysis Enabled by Efficient Social Media Modeling (Q4692041) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (Q6053114) (← links)
- The policy graph decomposition of multistage stochastic programming problems (Q6092646) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- Stochastic optimization of trading strategies in sequential electricity markets (Q6167426) (← links)