Pages that link to "Item:Q1003494"

The following pages link to On the convergence of stochastic dual dynamic programming and related methods (Q1003494):

Displaying 34 items.

• SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685) (← links)
• Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs (Q2450627) (← links)
• Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
• Particle methods for stochastic optimal control problems (Q2636612) (← links)
• Partially observable multistage stochastic programming (Q2661508) (← links)
• Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085) (← links)
• On the convergence of sampling algorithms for solving dynamic stochastic programming (Q2721958) (← links)
• Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs (Q2834560) (← links)
• Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
• Long- and Medium-term Operations Planning and Stochastic Modelling in Hydro-dominated Power Systems Based on Stochastic Dual Dynamic Programming (Q2974313) (← links)
• Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
• Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
• <tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming (Q4995052) (← links)
• Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
• Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality (Q5058058) (← links)
• Optimal Power Flow in Distribution Networks Under <i>N</i> – 1 Disruptions: A Multistage Stochastic Programming Approach (Q5085985) (← links)
• Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality (Q5110555) (← links)
• Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems (Q5152472) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• Inexact Cuts in Stochastic Dual Dynamic Programming (Q5215519) (← links)
• On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (Q5245018) (← links)
• A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
• Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
• Risk-averse stochastic optimal control: an efficiently computable statistical upper bound (Q6047690) (← links)
• The policy graph decomposition of multistage stochastic programming problems (Q6092646) (← links)
• Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560) (← links)
• Dynamic programming for data independent decision sets (Q6137268) (← links)
• Trajectory following dynamic programming algorithms without finite support assumptions (Q6137271) (← links)
• Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures (Q6138351) (← links)
• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
• Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)
• Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning (Q6167762) (← links)
• Dynamic hedging for the real option management of hydropower production with exchange rate risks (Q6176190) (← links)
• Multistage stochastic programming for integrated network optimization in hurricane relief logistics and evacuation planning (Q6663964) (← links)