Pages that link to "Item:Q4613830"
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The following pages link to Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830):
Displaying 8 items.
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Event tree based sampling (Q2496018) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)