The following pages link to (Q5444109):
Displaying 50 items.
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (Q291039) (← links)
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Hybrid robust and stochastic optimization for closed-loop supply chain network design using accelerated Benders decomposition (Q320877) (← links)
- A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty (Q322948) (← links)
- Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic (Q323187) (← links)
- Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← links)
- A new multi-criteria scenario-based solution approach for stochastic forward/reverse supply chain network design (Q324318) (← links)
- Perspectives of approximate dynamic programming (Q333093) (← links)
- A maritime inventory routing problem with stochastic sailing and port times (Q337582) (← links)
- Scenario construction and reduction applied to stochastic power generation expansion planning (Q339532) (← links)
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- Single source single-commodity stochastic network design (Q373182) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
- Stochastic programming approach for energy management in electric microgrids (Q478949) (← links)
- Solution approaches for the stochastic capacitated traveling salesmen location problem with recourse (Q493248) (← links)
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account (Q545525) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- A metaheuristic for stochastic service network design (Q707730) (← links)
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- Optimizing profits from hydroelectricity production (Q954052) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Stochastic second-order cone programming in mobile ad hoc networks (Q1039371) (← links)
- Models for robust tactical planning in multi-stage production systems with uncertain demands (Q1046703) (← links)
- A stochastic programming model for a tactical solid waste management problem (Q1622822) (← links)
- A stochastic programming approach for the optimal management of aggregated distributed energy resources (Q1652676) (← links)
- Supply chain network design under uncertainty: a comprehensive review and future research directions (Q1695020) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- Bridging \(k\)-sum and CVaR optimization in MILP (Q1722975) (← links)
- Stochastic multi-commodity network design: the quality of deterministic solutions (Q1728226) (← links)
- Stochastic optimization models for a bike-sharing problem with transshipment (Q1728505) (← links)
- A hybrid heuristic for a stochastic production-inventory-routing problem (Q1742254) (← links)
- Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers (Q1743642) (← links)
- Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530) (← links)
- Stochastic short-term hydropower planning with inflow scenario trees (Q1751942) (← links)
- Stochastic survivable network design problems: theory and practice (Q1752199) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (Q1789611) (← 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)
- A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants (Q1931630) (← links)
- HMM based scenario generation for an investment optimisation problem (Q1931635) (← links)
