Pages that link to "Item:Q1808191"
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The following pages link to EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures (Q1808191):
Displaying 25 items.
- EVPI (Q15183) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture (Q1011196) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty (Q1124728) (← links)
- Parallelization and aggregation of nested Benders decomposition (Q1265880) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- A nested layered network model for parallel solutions of discrete SPPs (Q1356859) (← links)
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
- Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- An approach to the valuation and decision of ERP investment projects based on real options (Q2271846) (← links)
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- Solving ALM problems via sequential stochastic programming (Q3593605) (← links)
- A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations (Q5144771) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
