Tree approximation for discrete time stochastic processes: a process distance approach
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- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
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Cited in
(13)- On the number of stages in multistage stochastic programs
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems
- On the error of approximation by means of scenario trees with depth 1
- A New Scenario Reduction Method Based on Higher-Order Moments
- Valuation and pricing of electricity delivery contracts: the producer's view
- On conditional cuts for stochastic dual dynamic programming
- Evaluation of scenario reduction algorithms with nested distance
- The nested Sinkhorn divergence to learn the nested distance
- Tree Approximations of Dynamic Stochastic Programs
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Multiscale stochastic optimization: modeling aspects and scenario generation
- Boundedness and nuclearity of pseudo-differential operators on homogeneous trees
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