Pages that link to "Item:Q959951"
From MaRDI portal
The following pages link to Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951):
Displaying 30 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria (Q1642031) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Consistency of statistical estimators of solutions to stochastic optimization problems (Q2154454) (← links)
- Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604331) (← links)
- (Q3604333) (← links)
- (Q3604334) (← links)
- Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828) (← links)
- Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)