Pages that link to "Item:Q3519422"
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The following pages link to Tree Approximations of Dynamic Stochastic Programs (Q3519422):
Displaying 14 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)
- Dynamic generation of scenario trees (Q902085) (← links)
- Optimally computing all solutions of Stackelberg with parametric prices and of general monotonous gain functions on a tree (Q1026238) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Multi-stage stochastic optimization: the distance between stochastic scenario processes (Q2356157) (← links)
- From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Multistage multivariate nested distance: An empirical analysis (Q3120384) (← links)
- Numerical evaluation of approximation methods in stochastic programming (Q3577838) (← links)
- (Q3604331) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
