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Search: subject:"Dual dynamic programming"
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Dynamic programming
34
Dynamische Optimierung
34
Mathematical programming
31
Mathematische Optimierung
31
Theorie
29
Theory
29
Stochastic process
26
Stochastischer Prozess
26
Stochastic dual dynamic programming
23
Stochastic programming
11
Portfolio selection
8
Portfolio-Management
8
stochastic dual dynamic programming
7
Markov chain
5
Markov-Kette
5
Risikoaversion
5
Risk aversion
5
Benders decomposition
4
Decomposition method
4
Dekompositionsverfahren
4
Multistage stochastic programming
4
OR in energy
4
Stochastic Dual Dynamic Programming
4
Energiepolitik
3
Energy policy
3
Importance sampling
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Lieferkette
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Sampling
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3
Scheduling-Verfahren
3
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Supply chain
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Brasilien
2
Brazil
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Kozmík, Václav
4
Shapiro, Alexander
3
Wozabal, David
3
Adulyasak, Yossiri
2
Cordeau, Jean-François
2
Dowson, Oscar
2
Dupačová, Jitka
2
Guigues, Vincent
2
Kim, Woo Chang
2
Lee, Yongjae
2
Philpott, A. B.
2
Rebennack, Steffen
2
Soares, Murilo Pereira
2
Street, Alexandre
2
Valladão, Davi
2
Ahmed, Shabbir
1
Anderson, C. Lindsay
1
Armstrong, Margaret
1
Bae, Sanghyeon
1
Bandarra, Michelle
1
Benjaafar, Saif
1
Bezerra, Bernardo Vieira
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Blanchard, Ange
1
Boujemma, Rania
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Bruno, Sergio
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Calili, Rodrigo F.
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Cerisola, Santiago
1
Costa, Joari Paulo da
1
Cyrillo, Yasmin Monteiro
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Decker, Brigida
1
Decker, Brigida U.
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Dowson, O.
1
Finardi, Erlon
1
Finardi, Erlon C.
1
Galli, Alain
1
Georghiou, Angelos
1
Gicquel, Céline
1
Girardeau, P.
1
Hajji, Adnène
1
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European journal of operational research : EJOR
11
Computational Management Science : CMS
4
Computational Management Science
2
Computational management science
2
European Journal of Operational Research
2
Operations research
2
Quantitative finance
2
Application of operations research to financial markets
1
CIRRELT
1
Energy Policy
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Energy policy : the international journal of the political, economic, planning, environmental and social aspects of energy
1
INFORMS journal on computing : JOC
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International journal of production research
1
Les cahiers du GERAD
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Operations research letters
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Stochastic optimization: theory and applications
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
34
RePEc
5
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21
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39
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21
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
Diniz, Andre Luiz
;
Maceira, Maria Elvira P.
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 649-681)
.
2020
Persistent link: https://www.econbiz.de/10012290832
Saved in:
22
Robust
dual
dynamic
programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
23
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
Saved in:
24
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny
;
Anderson, C. Lindsay
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
Saved in:
25
Dynamic convexification within nested Benders decomposition using Lagrangian relaxation : an application to the strategic bidding problem
Steeger, Gregory
;
Rebennack, Steffen
- In:
European journal of operational research : EJOR
257
(
2017
)
2
,
pp. 669-686
Persistent link: https://www.econbiz.de/10011639954
Saved in:
26
On the solution variability reduction of stochastic
dual
dynamic
programming
applied to energy planning
Soares, Murilo Pereira
;
Street, Alexandre
;
Valladão, …
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 743-760
Persistent link: https://www.econbiz.de/10011644466
Saved in:
27
SDDP for mutlistage stochastic programs : preprocessing via scenario reduction
Dupačová, Jitka
;
Kozmík, Václav
- In:
Computational Management Science : CMS
14
(
2017
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011710330
Saved in:
28
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
29
Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
Lohmann, Timo
;
Hering, Amanda S.
;
Rebennack, Steffen
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 243-258
Persistent link: https://www.econbiz.de/10011530864
Saved in:
30
On variance reduction of mean-CVaR Monte Carlo estimators
Kozmík, Václav
- In:
Computational Management Science
12
(
2015
)
2
,
pp. 221-242
. Our results are applied in the framework of stochastic
dual
dynamic
programming
algorithm. Computational results which …
Persistent link: https://www.econbiz.de/10011241047
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