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Search: subject:"Stochastic Dual Dynamic Programming"
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Dynamic programming
34
Dynamische Optimierung
34
Mathematical programming
30
Mathematische Optimierung
30
Stochastic process
28
Stochastischer Prozess
28
Theorie
28
Theory
28
Stochastic dual dynamic programming
24
Stochastic programming
11
Portfolio selection
8
Portfolio-Management
8
stochastic dual dynamic programming
8
Markov chain
5
Markov-Kette
5
Risikoaversion
5
Risk aversion
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Benders decomposition
4
Decomposition method
4
Dekompositionsverfahren
4
Energiepolitik
4
Energy policy
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Multistage stochastic programming
4
OR in energy
4
Stochastic Dual Dynamic Programming
4
Erneuerbare Energie
3
Importance sampling
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Lieferkette
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Renewable energy
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Risiko
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Risikomaß
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Risk
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Sampling
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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
Anderson, Heather M.
1
Armstrong, Margaret
1
Bae, Sanghyeon
1
Bandarra, Michelle
1
Benjaafar, Saif
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Bezerra, Bernardo Vieira
1
Blanchard, Ange
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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
1
Decker, Brigida
1
Decker, Brigida U.
1
Diniz, Andre Luiz
1
Dowson, O.
1
Finardi, Erlon
1
Finardi, Erlon C.
1
Galli, Alain
1
Gicquel, Céline
1
Girardeau, P.
1
Hajji, Adnène
1
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European journal of operational research : EJOR
10
Computational Management Science : CMS
4
Computational Management Science
2
Computational management science
2
European Journal of Operational Research
2
International journal of production research
2
Quantitative finance
2
Application of operations research to financial markets
1
CIRRELT
1
Energy Policy
1
Energy economics
1
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
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
1
Operations research letters
1
Stochastic optimization: theory and applications
1
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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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
Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity
Wozabal, David
;
Rameseder, Gunther
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 639-655
Persistent link: https://www.econbiz.de/10012132456
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
Stochastic model for energy commercialisation of small hydro plants in the Brazilian energy market
Matos, Vitor L. de
;
Sierra, Mauro A. G.
;
Finardi, Erlon C.
- In:
Computational Management Science : CMS
12
(
2015
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10010481777
Saved in:
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