The following pages link to Extended scenario analysis (Q1176855):
Displaying 7 items.
- Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Solving stochastic programming problems with risk measures by progressive hedging (Q1711084) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- Scenario analysis via bundle decomposition (Q1896443) (← links)
- A splitting method for stochastic programs (Q2507416) (← links)
- Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
