66 search results - page 2 / 14 » Scenarios for Multistage Stochastic Programs |
116
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IFIP
2005
Springer
15 years 9 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
192
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SAGA
2009
Springer
15 years 10 months ago
2009
Springer
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
150
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WCE
2007
15 years 4 months ago
2007
—Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Such programs are usually based on scenario generation model about future...
129
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EOR
2008
15 years 3 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
117
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ANOR
2006
15 years 3 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...