Pages that link to "Item:Q1807682"

The following pages link to Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682):

Displaying 47 items.

• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
• Managing capacity flexibility in make-to-order production environments (Q421760) (← links)
• The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
• Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
• Analysis of stochastic dual dynamic programming method (Q617520) (← links)
• Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
• On the convergence of stochastic dual dynamic programming and related methods (Q1003494) (← links)
• A multicut algorithm for two-stage stochastic linear programs (Q1104862) (← links)
• Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
• Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
• Shape constraints in economics and operations research (Q1730901) (← links)
• On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
• Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem (Q1752849) (← links)
• On the convergence of sampling-based decomposition algorithms for multistage stochastic programs (Q1780593) (← links)
• An algorithm for approximating piecewise linear concave functions from sample gradients (Q1870009) (← links)
• Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
• Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments (Q2051153) (← links)
• Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
• Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (Q2097671) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Stochastic Lipschitz dynamic programming (Q2118094) (← links)
• Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers (Q2138295) (← links)
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
• MIDAS: a mixed integer dynamic approximation scheme (Q2188240) (← links)
• On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
• A new convergent hybrid learning algorithm for two-stage stochastic programs (Q2286915) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
• Stochastic dual dynamic integer programming (Q2414913) (← links)
• Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs (Q2450627) (← links)
• Particle methods for stochastic optimal control problems (Q2636612) (← links)
• Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs (Q2834560) (← links)
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592) (← links)
• Multistage stochastic programs with block-separable recourse (Q3724094) (← links)
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (Q3986762) (← 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)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← 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)
• Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs (Q5219296) (← links)
• On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs (Q5245018) (← links)
• Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection (Q5859015) (← links)
• The policy graph decomposition of multistage stochastic programming problems (Q6092646) (← links)
• Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)