Pages that link to "Item:Q2414913"
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The following pages link to Stochastic dual dynamic integer programming (Q2414913):
Displaying 50 items.
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Dual decomposition in stochastic integer programming (Q1306366) (← links)
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs (Q1621689) (← links)
- Dual dynamic programming with cut selection: convergence proof and numerical experiments (Q1698882) (← links)
- On the solution variability reduction of stochastic dual dynamic programming applied to energy planning (Q1751701) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management (Q1989732) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
- A dynamic programming framework for optimal delivery time slot pricing (Q2030595) (← links)
- Stochastic dynamic cutting plane for multistage stochastic convex programs (Q2032005) (← links)
- A node formulation for multistage stochastic programs with endogenous uncertainty (Q2051168) (← links)
- Gradient-bounded dynamic programming for submodular and concave extensible value functions with probabilistic performance guarantees (Q2059319) (← links)
- Mixed-integer linear programming models and algorithms for generation and transmission expansion planning of power systems (Q2060421) (← links)
- A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging (Q2064744) (← links)
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
- Distributionally robust optimization. A review on theory and applications (Q2074636) (← links)
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
- Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization (Q2097671) (← links)
- Non-convex nested Benders decomposition (Q2097672) (← links)
- Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets (Q2097674) (← links)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem (Q2108152) (← links)
- A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs (Q2118082) (← links)
- Complexity of stochastic dual dynamic programming (Q2118093) (← links)
- Stochastic Lipschitz dynamic programming (Q2118094) (← links)
- A framework for adaptive open-pit mining planning under geological uncertainty (Q2138292) (← links)
- Optimal crashing of an activity network with disruptions (Q2149579) (← links)
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
- COVID-19: data-driven optimal allocation of ventilator supply under uncertainty and risk (Q2171567) (← links)
- MIDAS: a mixed integer dynamic approximation scheme (Q2188240) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
- On distributionally robust chance constrained programs with Wasserstein distance (Q2227531) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Integrated facility location and capacity planning under uncertainty (Q2244999) (← links)
- Stochastic dual dynamic programming with stagewise-dependent objective uncertainty (Q2294526) (← links)
- A multi-stage stochastic integer programming approach for locating electric vehicle charging stations (Q2297573) (← links)
- Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach (Q2502202) (← links)
- Arc routing under uncertainty: introduction and literature review (Q2669541) (← links)
- Mature offshore oil field development: solving a real options problem using stochastic dual dynamic integer programming (Q2669575) (← links)
- On the multistage shortest path problem under distributional uncertainty (Q2697006) (← links)
- (Q3818133) (← links)
- Distributionally Robust Stochastic Dual Dynamic Programming (Q4971026) (← links)
- <tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming (Q4995052) (← links)
- Multistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary Services (Q4995076) (← links)
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities (Q4995106) (← links)
- Stochastic Dual Dynamic Programming for Multiechelon Lot Sizing with Component Substitution (Q5060792) (← links)
