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39
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On Stability of Multistage Stochastic Programs
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AUTOMATICA
2008
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AUTOMATICA 2008
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Step decision rules for multistage stochastic programming: A heuristic approach
15 years 3 months ago
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www.optimization-online.org
J. Thénié, Jean-Philippe Vial
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ANOR
2006
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Multistage stochastic convex programs: Duality and its implications
15 years 3 months ago
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www.sie.arizona.edu
Julia L. Higle, Suvrajeet Sen
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ANOR
2000
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ANOR 2000
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Scenarios for Multistage Stochastic Programs
15 years 2 months ago
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www.karlin.mff.cuni.cz
Jitka Dupacová, Giorgio Consigli, Stein W. ...
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EOR
2002
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EOR 2002
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A Riccati-based primal interior point solver for multistage stochastic programming
15 years 2 months ago
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www.mai.liu.se
Jörgen Blomvall, Per Olov Lindberg
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COR
2008
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COR 2008
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Short-term hydropower production planning by stochastic programming
15 years 3 months ago
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edoc.hu-berlin.de
Within the framework of multi-stage mixed-integer linear stochastic programming we develop a short-term production plan for a price-taking hydropower plant operating under uncerta...
Stein-Erik Fleten, Trine Krogh Kristoffersen
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