Tag stochastic-programming [22 articles] Export

Recent papers classified by the tag stochastic-programming.

	The integer L-shaped method for stochastic integer programs with complete recourse [My Copy] Operations Research Letters, Vol. 13, No. 3. (April 1993), pp. 133-142. by Gilbert Laporte, François V. Louveaux posted to ip-seminal stochastic-programming by zctaskin on 2008-09-08 20:09:16 as
	A Riccati-based primal interior point solver for multistage stochastic programming [My Copy] European Journal of Operational Research, Vol. 143, No. 2. (1 December 2002), pp. 452-461. by Jorgen Blomvall, Per O. Lindberg posted to dynamic-programming interior-point-methods stochastic-programming by pcarbo on 2008-04-01 00:07:03 as
	Stochastic generation expansion planning by means of stochastic dynamic programming [My Copy] Power Systems, IEEE Transactions on, Vol. 6, No. 2. (1991), pp. 662-668. by B. Mo, J. Hegge, I. Wangensteen posted to capacity-expansion stochastic-programming by Multani on 2006-10-17 17:12:56 as
	Capacity expansion under stochastic demands [My Copy] Oper. Res., Vol. 40, No. S2. (1992), pp. 210-216. by James C. Bean, Julia L. Higle, Robert L. Smith posted to capacity-expansion stochastic-programming by Multani on 2006-10-17 10:03:19 as
	A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty [My Copy] Journal of Global Optimization, Vol. V26, No. 1. (1 May 2003), pp. 3-24. by Shabbir Ahmed, Alan J. King, Gyana Parija posted to capacity-expansion integer-programming stochastic-programming by Multani on 2006-10-17 09:43:39 as
	Decision Aids for Scheduling and Hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization [My Copy] Simulation Conference, 2002. Proceedings of the Winter, Vol. 2 (2002), pp. 1530-1538 vol.2. by S. Sen, Lihua Yu, T. Genc posted to electricity-markets energy new3 stochastic-programming stochastic-unit-commitment unit-commitment by Multani on 2006-08-10 15:47:30 as
	Stochastic optimization of unit commitment: a new decomposition framework [My Copy] Power Systems, IEEE Transactions on, Vol. 11, No. 2. (1996), pp. 1067-1073. by P. Carpentier, G. Gohen, J. C. Culioli, A. Renaud posted to energy lagrangian-relaxation new stochastic-programming unit-commitment by Multani on 2006-08-07 14:38:55 as
	Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty [My Copy] Annals of Operations Research, Vol. 100, No. 1 - 4. (December 2000), pp. 251-272. by Matthias P. Nowak, Werner Roemisch posted to energy new stochastic-programming stochastic-unit-commitment unit-commitment by Multani on 2006-08-07 14:36:01 as
	Pricing of electric power under uncertainty: information and efficiency [My Copy] Power Systems, IEEE Transactions on, Vol. 10, No. 2. (1995), pp. 884-890. by T. Ishikida, P. P. Varaiya posted to electricity-prices energy stochastic-programming by Multani on 2006-08-07 14:10:16 as
	Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization [My Copy] In WSC '02: Proceedings of the 34th conference on Winter simulation (2002), pp. 1530-1538. by Suvrajeet Sen, Lihua Yu, Talat Genc posted to energy power-portfolio-optimization stochastic-programming by Multani on 2006-08-07 13:38:08 as
	Coordinating Fuel Inventory and Electric Power Generation Under Uncertainty [My Copy] by Samer Takriti, Chonawee Supatgiat, Lilian S. Y. Wu posted to benders-decomposition branch-and-bound energy lagrangian-relaxation new stochastic-programming unit-commitment by Multani on 2006-08-07 12:59:05 as
	Mslip: A computer code for the multistage stochastic linear programming problem [My Copy] Mathematical Programming, Vol. 47, No. 1 - 3. (May 1990), pp. 407-423. by Horand I. Gassmann posted to decomposition nested-benders-decomposition stochastic-programming by Multani on 2006-07-12 14:16:09 as
	Scenarios and policy aggregation in optimization under uncertainty [My Copy] Math. Oper. Res., Vol. 16, No. 1. (February 1991), pp. 119-147. by R. T. Rockafellar, Roger J. B. Wets posted to decomposition progressive-hedging-algorithm stochastic-programming by Multani on 2006-07-12 10:22:08 as
	The regularized decomposition for stochastic programming problems [My Copy] (1995) by Andrzej Ruszczynski posted to decomposition regularized-decomposition stochastic-programming by Multani on 2006-07-12 10:12:50 as
	On augmented Lagrangian decomposition methods for multistage stochastic programs [My Copy] Ann. Oper. Res., Vol. 64 (1996), pp. 289-309. by Charles H. Rosa, Andrzej Ruszczynski posted to decomposition lagrangian-relaxation stochastic-programming by Multani on 2006-07-12 10:08:31 as
	SOCRATES: A system for scheduling hydroelectric generation under uncertainty [My Copy] Annals of Operations Research, Vol. 59, No. 1. (December 1995), pp. 99-133. by Jonathan Jacobs, Gary Freeman, Jan Grygier, et al.David Morton, Gary Schultz, Konstantin Staschus, Jery Stedinger posted to benders-decomposition stochastic-programming tree-traversing-strategy by Multani on 2006-07-11 16:45:53 as
	An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling [My Copy] Annals of Operations Research, Vol. 64, No. 1. (December 1996), pp. 211-235. by David Morton posted to advanced-start decomposition hydro-electric-unit-commitment hydro-thermal-unit-commitment stochastic-programming tree-traversing-strategy warm-start by Multani on 2006-07-11 13:00:30 as
	Scenario-based stochastic programs: Resistance with respect to sample [My Copy] Annals of Operations Research, Vol. 64, No. 1. (December 1996), pp. 21-38. by Jitka Dupacova posted to contamination-method post-optimality sensitivity-analysis stochastic-programming worst-case-analysis by Multani on 2006-07-11 12:55:42 as
	A splitting method for stochastic programs [My Copy] Annals of Operations Research, Vol. 142, No. 1. (February 2006), pp. 259-268. by Teemu Pennanen, Markku Kallio posted to decomposition stochastic-programming by Multani on 2006-07-11 10:06:10 as
	The empirical behavior of sampling methods for stochastic programming [My Copy] Annals of Operations Research, Vol. 142, No. 1. (February 2006), pp. 215-241. by Jeff Linderoth, Alexander Shapiro, Stephen Wright posted to monte-carlo-method optimality-gap sample-average-approximation stochastic-programming by Multani on 2006-07-11 10:01:40 as
	A management system for decompositions in stochastic programming [My Copy] Annals of Operations Research, Vol. 142, No. 1. (February 2006), pp. 99-118. by Robert Fourer, Leo Lopes posted to decomposition stochastic-programming by Multani on 2006-07-11 09:53:09 as
	Horizon and stages in applications of stochastic programming in finance [My Copy] Annals of Operations Research, Vol. 142, No. 1. (February 2006), pp. 63-78. by Marida Bertocchi, Vittorio Moriggia, Jitka Dupacova posted to bond-portfolio-management dynamic-programming finance horizon stages stochastic-programming by Multani on 2006-07-11 09:42:42 as

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decomposition	7
energy	6
capacity-expansion	5
unit-commitment	4
lagrangian-relaxation	3
new	3
benders-decomposition	2
communication-networks	2
dynamic-programming	2
stochastic-unit-commitment	2
tree-traversing-strategy	2
advanced-start	1
bond-portfolio-management	1
branch-and-bound	1
contamination-method	1
electricity-markets	1
electricity-prices	1
finance	1
horizon	1
hydro-electric-unit-commitment	1
hydro-thermal-unit-commitment	1
integer-programming	1
interior-point-methods	1
ip-seminal	1
monte-carlo-method	1
nested-benders-decomposition	1
new3	1
optimality-gap	1
post-optimality	1
power-portfolio-optimization	1
progressive-hedging-algorithm	1
regularized-decomposition	1
sample-average-approximation	1
sensitivity-analysis	1
stages	1
warm-start	1
worst-case-analysis	1

Tag stochastic-programming [22 articles] Export

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