Pages that link to "Item:Q2902866"
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The following pages link to A distance for multistage stochastic optimization models (Q2902866):
Displaying 50 items.
- Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Forward thresholds for operation of pumped-storage stations in the real-time energy market (Q323325) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- The multi-stage dynamic stochastic decision process with unknown distribution of the random utilities (Q2191290) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant (Q2221473) (← links)
- Multiscale stochastic optimization: modeling aspects and scenario generation (Q2301125) (← links)
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (Q2309594) (← links)
- Existence, duality, and cyclical monotonicity for weak transport costs (Q2334532) (← links)
- On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
- Multi-stage stochastic optimization: the distance between stochastic scenario processes (Q2356157) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- Measuring association with Wasserstein distances (Q2676942) (← links)
- Bounds and approximations for multistage stochastic programs (Q2796801) (← links)
- From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839) (← links)
- Multistage Stochastic Optimization (Q2875804) (← links)
- Multistage multivariate nested distance: An empirical analysis (Q3120384) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Causal Transport in Discrete Time and Applications (Q4602344) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Causal transport plans and their Monge–Kantorovich problems (Q4639179) (← links)
- Cournot--Nash Equilibrium and Optimal Transport in a Dynamic Setting (Q4994999) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
- Decomposition of meta‐frontier inefficiency in the two‐stage network directional distance function with quasi‐fixed inputs (Q5416768) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
- On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
- Heterogeneous gradient flows in the topology of fibered optimal transport (Q6090355) (← links)
- Adapted topologies and higher rank signatures (Q6104023) (← links)
- Multistage stochastic decision problems: approximation by recursive structures and ambiguity modeling (Q6106755) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Dynamic Cournot-Nash equilibrium: the non-potential case (Q6113169) (← links)
- Computational methods for adapted optimal transport (Q6126117) (← links)
