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Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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Stochastic short-term hydropower planning with inflow scenario trees
Séguin, Sara; Fleten, Stein-Erik; Côté, Pascal; … - In: European journal of operational research : EJOR 259 (2017) 3, pp. 1156-1168
Persistent link: https://www.econbiz.de/10011696343
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Structural estimation of switching costs for peaking power plants
Fleten, Stein-Erik; Haugom, Erik; Pichler, Alois; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10012239464
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Risk-averse stochastic programming : time consistency and optimal stopping
Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander - In: Operations research 70 (2022) 4, pp. 2439-2455
Persistent link: https://www.econbiz.de/10013366477