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Multistage Stochastic Optimization · Study

BookMultistage Stochastic Optimization

Georg Ch. Pflug2014

Book2014

Multistage Stochastic Optimization

Georg Ch. Pflug · Alois Pichler

260 citations·0/0 files stored·Springer series in operations research/Springer series in operations research and financial engineering

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Risk and Portfolio Optimization Stochastic processes and financial applications Advanced Control Systems Optimization

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References

1991Scenarios and Policy Aggregation in Optimization Under Uncertainty

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2018Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls 2024Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities 2017Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations 2017Distributionally Robust Stochastic Programming 2018Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity 2019A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice 2015Dynamic generation of scenario trees 2020Adapted Wasserstein distances and stability in mathematical finance

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Year2014

Typebook

Published2014-01-01

VenueSpringer series in operations research/Springer series in operations research and financial engineering

ISSN-L1431-8598

Languageen

Citations260

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/978-3-319-08843-3

openalex_workW622935592

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