Pages that link to "Item:Q5704220"
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The following pages link to Epi-Convergent Discretizations of Multistage Stochastic Programs (Q5704220):
Displaying 29 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
- Sequential characterization of statistical epi-convergence (Q2156947) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
- Epi-convergent discretization of the generalized Bolza problem in dynamic optimization (Q2468779) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Decomposition of large-scale stochastic optimal control problems (Q3057528) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- Numerical evaluation of approximation methods in stochastic programming (Q3577838) (← links)
- Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION (Q3616608) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
- Hypo-convergence of sequences of fuzzy sets and maximization (Q6551291) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
