Pages that link to "Item:Q1866129"

The following pages link to A heuristic for moment-matching scenario generation (Q1866129):

Displaying 50 items.

• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
• Optimization of covered calls under uncertainty (Q2218910) (← links)
• A risk management system for sustainable fleet replacement (Q2254002) (← links)
• Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
• Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
• Comments on: ``A comparative study of time aggregation techniques in relation to power capacity-expansion modeling'' (Q2334465) (← links)
• A copula-based heuristic for scenario generation (Q2355193) (← links)
• Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties (Q2355210) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• No-arbitrage bounds for financial scenarios (Q2356278) (← links)
• Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205) (← links)
• Financial planning for Young households (Q2393342) (← links)
• A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
• CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
• Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
• A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
• Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
• Strategic foreign reserves risk management: Analytical framework (Q2480240) (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
• Integrating stochastic programming and decision tree techniques in land conversion problems (Q2507415) (← links)
• A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
• A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
• Lagrange dual bound computation for stochastic service network design (Q2672131) (← links)
• Generating moment matching scenarios using optimization techniques (Q2848181) (← links)
• Futures Market Trading for Electricity Producers and Retailers (Q2974422) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• Progressive hedging-based metaheuristics for stochastic network design (Q3100691) (← links)
• Bias, exploitation and proxies in scenario-based risk minimization (Q3145036) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• CORRELATIONS IN STOCHASTIC PROGRAMMING: A CASE FROM STOCHASTIC SERVICE NETWORK DESIGN (Q3439885) (← links)
• A Method to Generate Multivariate Data with the Desired Moments (Q3543746) (← links)
• Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
• Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
• Tactical Portfolio Planning in the Natural Gas Supply Chain (Q4613824) (← links)
• Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
• Long-only equal risk contribution portfolios for CVaR under discrete distributions (Q4619533) (← links)
• Generic Consistency for Approximate Stochastic Programming and Statistical Problems (Q4620421) (← links)
• Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
• A Learning-Based Matheuristic for Stochastic Multicommodity Network Design (Q4995093) (← links)
• Building a stochastic programming model from scratch: a harvesting management example (Q5001122) (← links)
• A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
• Optimal retirement planning with a focus on single and joint life annuities (Q5001129) (← links)
• Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty (Q5003707) (← links)
• Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems (Q5038169) (← links)
• A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
• Stochastic Network Design for Planning Scheduled Transportation Services: The Value of Deterministic Solutions (Q5137443) (← links)
• A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations (Q5144771) (← links)
• (Q5179076) (← links)