Pages that link to "Item:Q3440220"

The following pages link to Stability of Multistage Stochastic Programs (Q3440220):

Displaying 46 items.

• Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
• A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
• Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
• Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory (Q965053) (← links)
• Incremental-like bundle methods with application to energy planning (Q975362) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• Adaptive discretization of convex multistage stochastic programs (Q1006551) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
• Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
• Stability of multistage stochastic programming (Q1896459) (← links)
• Energy contracts management by stochastic programming techniques (Q1931657) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
• Testing the structure of multistage stochastic programs (Q2271798) (← links)
• Quantitative stability of multistage stochastic programs via calm modifications (Q2294232) (← links)
• On distributionally robust multiperiod stochastic optimization (Q2355207) (← links)
• Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk (Q2357205) (← links)
• Stochastic dual dynamic integer programming (Q2414913) (← links)
• A note on scenario reduction for two-stage stochastic programs (Q2467443) (← links)
• The value of the stochastic solution in multistage problems (Q2644427) (← links)
• On complexity of multistage stochastic programs under heavy tailed distributions (Q2661635) (← links)
• Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• Decomposition of large-scale stochastic optimal control problems (Q3057528) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
• Numerical evaluation of approximation methods in stochastic programming (Q3577838) (← links)
• (Q3604331) (← links)
• (Q4323522) (← links)
• An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
• Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
• Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828) (← links)
• Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
• (Q4858888) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• (Q5179076) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)