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Search: subject:"Stochastic dual dynamic programming"
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Dynamic programming
24
Dynamische Optimierung
24
Mathematical programming
24
Mathematische Optimierung
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Stochastic process
24
Stochastischer Prozess
24
Theorie
24
Theory
24
Stochastic dual dynamic programming
21
Stochastic programming
10
stochastic dual dynamic programming
7
Benders decomposition
4
Portfolio selection
4
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4
Risikoaversion
4
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Dekompositionsverfahren
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Importance sampling
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Multistage stochastic programming
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OR in energy
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Stochastic Dual Dynamic Programming
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Beschaffung
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Brasilien
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Elektrizitätswirtschaft
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Energy policy
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Kozmík, Václav
4
Shapiro, Alexander
3
Adulyasak, Yossiri
2
Cordeau, Jean-François
2
Dowson, Oscar
2
Dupačová, Jitka
2
Guigues, Vincent
2
Kim, Woo Chang
2
Lee, Yongjae
2
Rebennack, Steffen
2
Soares, Murilo Pereira
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Street, Alexandre
2
Valladão, Davi
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Wozabal, David
2
Ahmed, Shabbir
1
Anderson, C. Lindsay
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Armstrong, Margaret
1
Bae, Sanghyeon
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Bandarra, Michelle
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Benjaafar, Saif
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Boujemma, Rania
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Cerisola, Santiago
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1
Hajji, Adnène
1
Hering, Amanda S.
1
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1
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1
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European journal of operational research : EJOR
8
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
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Energy Policy
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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
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1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
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Operations research
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Operations research letters
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
29
RePEc
5
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11
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:
12
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:
13
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:
14
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:
15
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:
16
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:
17
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:
18
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
Saved in:
19
Stochastic dynamic programming approach to managing power system uncertainty with distributed storage
Zéphyr, Luckny
;
Anderson, C. Lindsay
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 87-110
Persistent link: https://www.econbiz.de/10011860872
Saved in:
20
Dynamic convexification within nested Benders decomposition using Lagrangian relaxation : an application to the strategic bidding problem
Steeger, Gregory
;
Rebennack, Steffen
- In:
European journal of operational research : EJOR
257
(
2017
)
2
,
pp. 669-686
Persistent link: https://www.econbiz.de/10011639954
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