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Search for publications relevant for "Stochastic dual dynamic programming"
Stochastic dual dynamic programming
Publication
Class
Person
Publication
Programmes
publication
SDDP for multistage stochastic programs: preprocessing via scenario reduction
2017 |
Faculty of Mathematics and Physics
publication
On variance reduction of mean-CVaR Monte Carlo estimators
2015 |
Faculty of Mathematics and Physics
publication
Structure of risk-averse multistage stochastic programs
2015 |
Faculty of Mathematics and Physics
publication
Multi-Stage Stochastic Programming with CVaR: Modeling, Algorithms and Robustness
Publication without faculty affiliation
publication
Evaluating policies in risk-averse multi-stage stochastic programming
2015 |
Faculty of Mathematics and Physics
publication
Multistage risk-averse asset allocation with transaction costs
2012 |
Faculty of Mathematics and Physics