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Search: subject:"Stochastic dual dynamic programming"
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Dynamic programming
32
Dynamische Optimierung
32
Mathematical programming
29
Mathematische Optimierung
29
Theorie
27
Theory
27
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
3
Lieferkette
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Sampling
3
Scheduling problem
3
Scheduling-Verfahren
3
Stichprobenerhebung
3
Supply chain
3
Brasilien
2
Brazil
2
Brazilian energy market
2
Decision
2
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Undetermined
26
Free
6
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Article
35
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27
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27
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2
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2
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English
32
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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
1
Blanchard, Ange
1
Boujemma, Rania
1
Bruno, Sergio
1
Calili, Rodrigo F.
1
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
Hering, Amanda S.
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
Quantitative finance
2
Application of operations research to financial markets
1
CIRRELT
1
Energy Policy
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
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
1
Operations research letters
1
Stochastic optimization: theory and applications
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
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ECONIS (ZBW)
32
RePEc
5
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11
Dynamic inventory repositioning in on-demand rental networks
Benjaafar, Saif
;
Jiang, Daniel
;
Li, Xiang
;
Li, Xiaobo
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 7861-7878
Persistent link: https://www.econbiz.de/10014279436
Saved in:
12
Constant Depth Decision Rules for multistage optimization under uncertainty
Guigues, Vincent
;
Juditsky, Anatoli
;
Nemirovskij, Arkadij S.
- In:
European journal of operational research : EJOR
295
(
2021
)
1
,
pp. 223-232
Persistent link: https://www.econbiz.de/10012595969
Saved in:
13
Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo
;
Wozabal, David
- In:
Operations research
69
(
2021
)
5
,
pp. 1608-1629
Persistent link: https://www.econbiz.de/10012661077
Saved in:
14
Single cut and multicut
stochastic
dual
dynamic
programming
with cut selection for multistage stochastic linear programs : convergence proof and numerical experiments
Bandarra, Michelle
;
Guigues, Vincent
- In:
Computational management science
18
(
2021
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10012543381
Saved in:
15
SDDP.jl : a Julia package for
stochastic
dual
dynamic
programming
Dowson, Oscar
;
Kapelevich, Lea
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10012496342
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16
Assessing the value of natural gas underground storage in the Brazilian system via
stochastic
dual
dynamic
programming
Resende, Larissa de Oliveira
;
Valladão, Davi
;
Bezerra, …
- In:
Top : an official journal of the Spanish Society of …
29
(
2021
)
1
,
pp. 106-124
Persistent link: https://www.econbiz.de/10012498969
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17
Risk neutral reformulation approach to risk averse stochastic programming
Liu, Rui Peng
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
286
(
2020
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012239878
Saved in:
18
Partially observable multistage stochastic programming
Dowson, Oscar
;
Morton, David P.
;
Pagnoncelli, Bernardo K.
- In:
Operations research letters
48
(
2020
)
4
,
pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
Saved in:
19
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:
20
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:
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