On Stability of Multistage Stochastic Programs

Christian Küchler

doi:10.1137/070690365

On Stability of Multistage Stochastic Programs

SIAM Journal on Optimization ◽

10.1137/070690365 ◽

2008 ◽

Vol 19 (2) ◽

pp. 952-968 ◽

Cited By ~ 6

Author(s):

Christian Küchler

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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A node formulation for multistage stochastic programs with endogenous uncertainty

Computational Management Science ◽

10.1007/s10287-021-00390-z ◽

2021 ◽

Author(s):

Giovanni Pantuso

Keyword(s):

Endogenous Uncertainty ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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A Scalable Bounding Method for Multistage Stochastic Programs

SIAM Journal on Optimization ◽

10.1137/16m1075594 ◽

2017 ◽

Vol 27 (3) ◽

pp. 1772-1800 ◽

Cited By ~ 9

Author(s):

Burhaneddi̇n Sandikçi ◽

Osman Y. Özaltin

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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Multistage Stochastic Programs via Stochastic Parametric Optimization

Operations Research Proceedings - Operations Research Proceedings 2007 ◽

10.1007/978-3-540-77903-2_10 ◽

2008 ◽

pp. 63-68

Author(s):

Vlasta Kaňková

Keyword(s):

Parametric Optimization ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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Periodical Multistage Stochastic Programs

SIAM Journal on Optimization ◽

10.1137/19m129406x ◽

2020 ◽

Vol 30 (3) ◽

pp. 2083-2102

Author(s):

Alexander Shapiro ◽

Lingquan Ding

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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Stability of Multistage Stochastic Programs

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming ◽

10.1007/978-3-8348-9399-4_2 ◽

2009 ◽

pp. 9-31 ◽

Cited By ~ 1

Author(s):

Christian Küchler

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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Recombining Trees for Multistage Stochastic Programs

Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming ◽

10.1007/978-3-8348-9399-4_3 ◽

2009 ◽

pp. 33-96

Author(s):

Christian Küchler

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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Epi-convergent discretizations of multistage stochastic programs via integration quadratures

Mathematical Programming ◽

10.1007/s10107-007-0113-9 ◽

2007 ◽

Vol 116 (1-2) ◽

pp. 461-479 ◽

Cited By ~ 40

Author(s):

Teemu Pennanen

Keyword(s):

Stochastic Programs ◽

Multistage Stochastic Programs

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A branch and bound algorithm to solve large-scale multistage stochastic programs with endogenous uncertainty

AIChE Journal ◽

10.1002/aic.16019 ◽

2017 ◽

Vol 64 (4) ◽

pp. 1262-1271 ◽

Cited By ~ 7

Author(s):

Brianna Christian ◽

Selen Cremaschi

Keyword(s):

Branch And Bound ◽

Large Scale ◽

Branch And Bound Algorithm ◽

Endogenous Uncertainty ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty

INFORMS Journal on Computing ◽

10.1287/ijoc.2015.0684 ◽

2016 ◽

Vol 28 (3) ◽

pp. 385-404 ◽

Cited By ~ 10

Author(s):

Weini Zhang ◽

Hamed Rahimian ◽

Güzin Bayraksan

Keyword(s):

Water Allocation ◽

Decomposition Algorithms ◽

Risk Averse ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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On augmented Lagrangian decomposition methods for multistage stochastic programs

Annals of Operations Research ◽

10.1007/bf02187650 ◽

1996 ◽

Vol 64 (1) ◽

pp. 289-309 ◽

Cited By ~ 18

Author(s):

Charles H. Rosa ◽

Andrzej Ruszczyński

Keyword(s):

Augmented Lagrangian ◽

Decomposition Methods ◽

Lagrangian Decomposition ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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