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Kaut, Michal; Midthun, Kjetil; Werner, Adrian; … - In: Computational Management Science 11 (2014) 1, pp. 179-193

Infrastructure-planning models are challenging because of their combination of different time scales: while planning … combination of uncertainties on two different time scales creates problems for the traditional multistage stochastic … formulation and present two real-life applications from energy planning. Copyright Springer-Verlag Berlin Heidelberg 2014 …

Persistent link: https://www.econbiz.de/10010846147

Adaptive discretization of convex multistage stochastic programs

Vigerske, Stefan; Nowak, Ivo - In: Computational Statistics 65 (2007) 2, pp. 361-383

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction …

Persistent link: https://www.econbiz.de/10010847704

Adaptive discretization of convex multistage stochastic programs

Vigerske, Stefan; Nowak, Ivo - In: Mathematical Methods of Operations Research 65 (2007) 2, pp. 361-383

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction …

Persistent link: https://www.econbiz.de/10010950121

Scenario tree reduction for multistage stochastic programs

Heitsch, Holger; Römisch, Werner - In: Computational Management Science 6 (2009) 2, pp. 117-133

Persistent link: https://www.econbiz.de/10005147284

Multi-horizon stochastic programming

Kaut, Michal; Midthun, Kjetil T.; Werner, Adrian S.; … - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 179-193

Persistent link: https://www.econbiz.de/10010251203

Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective

Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199

Persistent link: https://www.econbiz.de/10011435793

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

Stochastic dual dynamic programming with stagewise-dependent objective uncertainty

Downward, Anthony; Dowson, Oscar; Baucke, Regan - In: Operations research letters 48 (2020) 1, pp. 33-39

Persistent link: https://www.econbiz.de/10012169591

An interval fixed-mix stochastic programming method for greenhouse gas mitigation in energy systems under uncertainty

Xie, Y.L.; Li, Y.P.; Huang, G.H.; Li, Y.F. - In: Energy 35 (2010) 12, pp. 4627-4644

uncertainties described in terms of interval values and probability distributions over a multi-stage context. Moreover, it can … reflect dynamic decisions for facility-capacity expansion during the planning horizon. The developed model is applied to a … case of planning GHG-emission mitigation, demonstrating that IFSP is applicable to reflecting complexities of multi …

Persistent link: https://www.econbiz.de/10010809877

A two-stage stochastic programming model for scheduling replacements in sow farms

Rodríguez, Sara; Albornoz, Victor; Plà, Lluís - In: TOP: An Official Journal of the Spanish Society of … 17 (2009) 1, pp. 171-189

Persistent link: https://www.econbiz.de/10004995455