Search results for "Nonanticipativity"

Found 12 publication records. Showing 12 according to the selection in the facets

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
69	Igor V. Evstigneev, Sjur Didrik Flåm	Stochastic Programming: Nonanticipativity and Lagrange Multipliers.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Nonanticipativity, Fritz John conditions, Yosida-Hewitt decomposition, Stochastic programming, Lagrange multipliers
36	Yuzhou Zhou, Qiaozhu Zhai, Lei Wu 0004	Optimal Operation of Regional Microgrids With Renewable and Energy Storage: Solution Robustness and Nonanticipativity Against Uncertainties.	IEEE Trans. Smart Grid	2022	DBLP DOI BibTeX RDF
36	Gang Zhang, Feng Zhang, Xin Zhang 0028, Zhaoyu Wang 0001, Ke Meng 0001, Zhao Yang Dong	Mobile Emergency Generator Planning in Resilient Distribution Systems: A Three-Stage Stochastic Model With Nonanticipativity Constraints.	IEEE Trans. Smart Grid	2020	DBLP DOI BibTeX RDF
36	Farnaz Hooshmand, S. A. MirHassani	Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty.	Math. Methods Oper. Res.	2018	DBLP DOI BibTeX RDF
36	Gauthier de Maere d'Aertrycke, Alexander Shapiro 0001, Yves Smeers	Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems.	Math. Methods Oper. Res.	2013	DBLP DOI BibTeX RDF
36	N. C. P. Edirisinghe	Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation.	Ann. Oper. Res.	1999	DBLP DOI BibTeX RDF
33	Laureano F. Escudero	Optimization in Water Resources.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Hydrological exogenous inflow, Water demand, Catchment management, Surface and groundwater resources, Environmental targets, Nonanticipativity water resources policies, Full recourse, Splitting variables, Benders decomposition approach, augmented Lagrangian decomposition approach, Stochasticity, Scenario analysis
25	Pavlo A. Krokhmal, Stan Uryasev	A sample-path approach to optimal position liquidation.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Optimal trading, Market impact, Stochastic programming, Sample paths
25	Laureano F. Escudero, María Araceli Garín, María Merino 0001, Gloria Pérez	A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Branch-and-Fix Coordination, MBS portfolio structuring, Stochastic programming, Benders Decomposition
25	Julia L. Higle, Suvrajeet Sen	Multistage stochastic convex programs: Duality and its implications.	Ann. Oper. Res.	2006	DBLP DOI BibTeX RDF	EVPI, Duality, Stochastic Programming
25	Rüdiger Schultz, Stephan Tiedemann	Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mean-risk models, Mixed-integer optimization, Stochastic programming, Conditional value-at-risk
25	Gongyun Zhao	A Lagrangian Dual Method with Self-Concordant Barriers for Multi-Stage Stochastic Convex Programming.	Math. Program.	2005	DBLP DOI BibTeX RDF	multi-stage stochastic nonlinear programming, lagrangian dual, self-concordant barrier, interior point methods, polynomial-time complexity