Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 833113 results
Sort by: relevance publication year

Multistage Stochastic Optimization

BOOK published 2014 in Springer Series in Operations Research and Financial Engineering

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3 Actions

Introduction

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_1 Actions

The Problem of Ambiguity in Stochastic Optimization

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_7 Actions

Examples

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_8 Actions

Time Consistency

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_5 Actions

The Nested Distance

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_2 Actions

Approximations and Bounds

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_6 Actions

Risk and Utility Functionals

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_3 Actions

From Data to Models

BOOK CHAPTER published 2014 in Multistage Stochastic Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-3-319-08843-3_4 Actions

A Distance For Multistage Stochastic Optimization Models

JOURNAL ARTICLE published January 2012 in SIAM Journal on Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1137/110825054 Actions

Approximations for Probability Distributions and Stochastic Optimization Problems

BOOK CHAPTER published 2011 in International Series in Operations Research & Management Science

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1007/978-1-4419-9586-5_15 Actions

Time-inconsistent multistage stochastic programs: Martingale bounds

JOURNAL ARTICLE published February 2016 in European Journal of Operational Research

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1016/j.ejor.2015.02.033 Actions

Stepsize Rules, Stopping Times and their Implementation in Stochastic Quasigradient Algorithms

BOOK CHAPTER published 1988 in Springer Series in Computational Mathematics

Authors: G. Ch. Pflug

https://doi.org/10.1007/978-3-642-61370-8_17 Actions

ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming

JOURNAL ARTICLE published 19 February 2020 in Journal of Open Source Software

Authors: Kipngeno Kirui | Alois Pichler | Georg Pflug

https://doi.org/10.21105/joss.01912 Actions

Version-Independence and Nested Distributions in Multistage Stochastic Optimization

JOURNAL ARTICLE published January 2010 in SIAM Journal on Optimization

Authors: G. Ch. Pflug

https://doi.org/10.1137/080718401 Actions

Multistage Stochastic Programs

BOOK CHAPTER published in Introduction to Stochastic Programming

https://doi.org/10.1007/0-387-22618-4_7 Actions

Multistage stochastic decision problems: Approximation by recursive structures and ambiguity modeling

JOURNAL ARTICLE published May 2023 in European Journal of Operational Research

Authors: Georg Ch. Pflug

https://doi.org/10.1016/j.ejor.2022.04.002 Actions

From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties

JOURNAL ARTICLE published January 2016 in SIAM Journal on Optimization

Authors: Georg Ch. Pflug | Alois Pichler

https://doi.org/10.1137/15m1043376 Actions

Some Test Problems for Stochastic Nonlinear Multistage Programs

BOOK CHAPTER published 1988 in Springer Series in Computational Mathematics

Authors: X. de Groote | M. C. Noël | Y. Smeers

https://doi.org/10.1007/978-3-642-61370-8_29 Actions

Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs

JOURNAL ARTICLE published January 2019 in SIAM Journal on Optimization

Authors: Francesca Maggioni | Georg Ch. Pflug

https://doi.org/10.1137/17m1140601 Actions
Feedback: support@crossref.org