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Persistent link: https://www.econbiz.de/10012495252

Accounting for Uncertainty Affecting Technical Change in an Economic-Climate Model

Bosetti, Valentina; Drouet, Laurent - 2005

The key role of technological change in the decline of energy and carbon intensities of aggregate economic activities is widely recognized. This has focused attention on the issue of developing endogenous models for the evolution of technological change. With a few exceptions this is done using...

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Dynamic optimization with side information

Bertsimas, Dimitris; McCord, Christopher; Sturt, Bradley - In: European journal of operational research : EJOR 304 (2023) 2, pp. 634-651

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On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach

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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound

Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400

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Dual SDDP for risk-averse multistage stochastic programs

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On the information-based complexity of stochastic programming

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Optimisation of allocated portfolio using multi-objective stochastic programming

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An arc-exchange decomposition method for multistage dynamic networks with random arc capacities

Song, Haiqing; Cheung, Raymond K.; Wang, Haiyan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 474-487

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Scenario trees and policy selection for multistage stochastic programming using machine learning

Defourny, Boris; Ernst, Damien; Wehenkel, Louis A. - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 488-501

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