Pages that link to "Item:Q5944953"
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The following pages link to Scenario tree generation for multiperiod financial optimization of optimal discretization (Q5944953):
Displaying 50 items.
- Scheduling the construction of value and discount weighted trees for maximum net present value (Q2289887) (← links)
- A multi-stage stochastic integer programming approach for locating electric vehicle charging stations (Q2297573) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← 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)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Integrating stochastic programming and decision tree techniques in land conversion problems (Q2507415) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
- Particle methods for stochastic optimal control problems (Q2636612) (← links)
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
- From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- Thin and heavy tails in stochastic programming (Q2948128) (← links)
- Futures Market Trading for Electricity Producers and Retailers (Q2974422) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis (Q3192571) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- (Q3585646) (← links)
- (Q3604331) (← links)
- (Q3604334) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← 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)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Building a stochastic programming model from scratch: a harvesting management example (Q5001122) (← links)
- The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance (Q5093650) (← links)
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (Q5131710) (← links)
- A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations (Q5144771) (← links)
- (Q5179076) (← links)
- Multistage Stochastic Programs via Stochastic Parametric Optimization (Q5391878) (← links)
- Stress testing for VaR and CVaR (Q5423193) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- Semi-discrete optimal transport: hardness, regularization and numerical solution (Q6038666) (← links)
- Problem-driven scenario clustering in stochastic optimization (Q6088772) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
