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Using automated algorithm configuration to improve the optimization of decentralized energy systems modeled as large-scale, two-stage stochastic programs

Kotthoff, Lars; Hoos, Holger H.; Fichtner, Wolf; … - 2017

The optimization of decentralized energy systems is an important practical problem that can be modeled using stochastic programs and solved via their large-scale, deterministic equivalent formulations. Unfortunately, using this approach, even when leveraging a high degree of parallelism on large...

Persistent link: https://www.econbiz.de/10011841897

A multistage stochastic programming approach to the optimal surveillance and control of the emerald ash borer in cities

Kıbış, Eyyüb Y.; Haight, Robert G.; Najmaddin, Akhundov - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 808-834

Persistent link: https://www.econbiz.de/10012546238

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

Castro, Jordi; Escudero, Laureano F.; Monge, Juan F. - In: European journal of operational research : EJOR 310 (2023) 1, pp. 268-285

Persistent link: https://www.econbiz.de/10014339838

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

Value function gradient learning for large-scale multistage stochastic programming problems

Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae - In: European journal of operational research : EJOR 308 (2023) 1, pp. 321-335

Persistent link: https://www.econbiz.de/10014283043

The Benders by batch algorithm : design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs

Blanchot, Xavier; Clautiaux, François; Detienne, Boris; … - In: European journal of operational research : EJOR 309 (2023) 1, pp. 202-216

Persistent link: https://www.econbiz.de/10014290441

Vulnerability analysis of the financial network

Khabazian, Aein; Peng, Jiming - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3302-3321

Persistent link: https://www.econbiz.de/10012039993

Kriging : methods and applications

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011751019

Carbon bond pricing and model selection

Feng, Jianfen; Huang, Xiaowei; Hou, Juyue; Wang, Chunxia; … - In: The Singapore economic review : journal of the Economic … 63 (2018) 2, pp. 465-481

Persistent link: https://www.econbiz.de/10011856933

Computation of Greeks for jump-diffusion models

Eddahbi, M'hamed; Cherif, Sidi Mohamed Lalaoui Ben; … - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-30

Persistent link: https://www.econbiz.de/10011403918