SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Aggregation Principle in Scenario Analysis and Stochastic Optimization · Study

ChapterShelves

ChapterThe Aggregation Principle in Scenario Analysis and Stochastic Optimization

Roger J.‐B. Wets1989

Chapter1989

The Aggregation Principle in Scenario Analysis and Stochastic Optimization

Roger J.‐B. Wets

84 citations·0/0 files stored·Springer eBooks

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Simulation Techniques and Applications Process Optimization and Integration

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 84 citations exist upstream.

References

1991Scenarios and Policy Aggregation in Optimization Under Uncertainty 1976Nonanticipativity and L 1-martingales in stochastic optimization problems 1987Stability in Two-Stage Stochastic Programming

Cited by

1996Barycentric scenario trees in convex multistage stochastic programming 1991Approximate scenario solutions in the progressive hedging algorithm 1991Solving multistage stochastic networks: An application of scenario aggregation 1995Multistage stochastic programs: The state-of-the-art and selected bibliography 1996Scenario-based stochastic programs: Resistance with respect to sample 1998Understanding Simulation Solutions to Resource Constrained Project Scheduling Problems with Stochastic Task Durations 2004Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach 1993Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001Multistage Stochastic Integer Programs: An Introductionchapter · 2 shared references 1996Barycentric scenario trees in convex multistage stochastic programmingarticle · 2 shared references 2005Epi-Convergent Discretizations of Multistage Stochastic Programsarticle · 2 shared references 1995Multistage stochastic programs: The state-of-the-art and selected bibliographyother · 2 shared references 1989Chapter VIII Stochastic programmingchapter · 2 shared references 1996Duality and statistical tests of optimality for two stage stochastic programsarticle · 2 shared references

Details

Year1989

Typechapter

Published1989-01-01

VenueSpringer eBooks

Languageen

Citations84

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/978-3-642-83724-1_4

openalex_workW1511049825

Links

Imported from OpenAlex (CC0) — nothing here is generated.