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~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Stochastic dual dynamic programming"
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Mathematische Optimierung
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19
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Kozmík, Václav
3
Dowson, Oscar
2
Dupačová, Jitka
2
Guigues, Vincent
2
Kim, Woo Chang
2
Lee, Yongjae
2
Rebennack, Steffen
2
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2
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European journal of operational research : EJOR
8
Computational Management Science : CMS
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INFORMS journal on computing : JOC
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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
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ECONIS (ZBW)
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1
Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products
Bae, Sanghyeon
;
Lee, Yongjae
;
Kim, Woo Chang
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1597-1615
Persistent link: https://www.econbiz.de/10014419181
Saved in:
2
Parallel and distributed computing for
stochastic
dual
dynamic
programming
Ávila, D.
;
Papavasiliou, A.
;
Löhndorf, Nils
- In:
Computational management science
19
(
2022
)
2
,
pp. 199-226
Persistent link: https://www.econbiz.de/10013262686
Saved in:
3
Large-scale financial planning via a partially observable
stochastic
dual
dynamic
programming
framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
4
A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty
Quezada, Franco
;
Gicquel, Céline
;
Kedad-Sidhoum, Safia
- In:
International journal of production research
61
(
2023
)
17
,
pp. 5992-6012
Persistent link: https://www.econbiz.de/10014382683
Saved in:
5
Stochastic
dual
dynamic
programming
for multiechelon lot sizing with component substitution
Thevenin, Simon
;
Adulyasak, Yossiri
;
Cordeau, Jean-François
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 3151-3169
Persistent link: https://www.econbiz.de/10014326735
Saved in:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
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
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