Pages that link to "Item:Q1949267"
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The following pages link to Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267):
Displaying 14 items.
- Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← 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)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Robust management and pricing of liquefied natural gas contracts with cancelation options (Q2247923) (← links)
- SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning (Q2436685) (← links)
- Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling (Q2695694) (← links)
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty (Q2830943) (← links)
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
