Pages that link to "Item:Q2875804"

The following pages link to Multistage Stochastic Optimization (Q2875804):

Displaying 50 items.

• Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
• Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253) (← links)
• On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems (Q721958) (← links)
• Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Equivalence between time consistency and nested formula (Q827137) (← links)
• The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
• A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
• Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
• An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
• Primal-dual hybrid gradient method for distributionally robust optimization problems (Q1728370) (← links)
• Quantitative stability analysis of stochastic mathematical programs with vertical complementarity constraints (Q1735706) (← links)
• Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
• Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
• Risk aversion in imperfect natural gas markets (Q1751818) (← links)
• Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
• Scenario generation by selection from historical data (Q2051173) (← links)
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402) (← links)
• Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
• Bi-objective multistage stochastic linear programming (Q2097668) (← links)
• Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← 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)
• A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment (Q2140274) (← links)
• Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
• The nested Sinkhorn divergence to learn the nested distance (Q2155219) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Risk neutral reformulation approach to risk averse stochastic programming (Q2184085) (← links)
• Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← 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)