Pages that link to "Item:Q617520"
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The following pages link to Analysis of stochastic dual dynamic programming method (Q617520):
Displaying 50 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- Maximizing concave piecewise affine functions on the unitary group (Q276306) (← links)
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
- Approximate dynamic programming for stochastic linear control problems on compact state spaces (Q299794) (← links)
- Stochastic inflow modeling for hydropower scheduling problems (Q319801) (← links)
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling (Q323521) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- Improving the performance of stochastic dual dynamic programming (Q492066) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- Dual dynamic programming with cut selection: convergence proof and numerical experiments (Q1698882) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
- Stochastic short-term hydropower planning with inflow scenario trees (Q1751942) (← links)
- Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: a real-options approach (Q1754093) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- A multi-stage stochastic optimization model of a pastoral dairy farm (Q1755408) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem (Q1789638) (← links)
- Stochastic dynamic programming approach to managing power system uncertainty with distributed storage (Q1789640) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Distributionally robust SDDP (Q1989729) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract (Q2023991) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
- A dynamic programming framework for optimal delivery time slot pricing (Q2030595) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← links)
- A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
- Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees (Q2059319) (← links)
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs (Q2063190) (← links)
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
- Bi-objective multistage stochastic linear programming (Q2097668) (← links)
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (Q2097671) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
