Collection
Optimization Under Uncertainty
- Submission status
- Closed
The papers in this collection reflect the state-of-the art in optimization under uncertainty, with an eye toward computation. This collection of papers is selected from the best papers presented at the International Conference on Stochastic Programming (ICSP 2023).
Editors
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David L. Woodruff
University of California, Davis, CA, US
Articles (5 in this collection)
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Distributional robustness, stochastic divergences, and the quadrangle of risk
Authors
- R. Tyrrell Rockafellar
- Content type: Original Paper
- Published: 16 May 2024
- Article: 34
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Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
Authors
- Luckny Zephyr
- Bernard F. Lamond
- Pascal Lang
- Content type: Original Paper
- Published: 10 May 2024
- Article: 31
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Decomposition methods for multi-horizon stochastic programming
Authors
- Hongyu Zhang
- Ignacio E. Grossmann
- Asgeir Tomasgard
- Content type: Original Paper
- Open Access
- Published: 10 May 2024
- Article: 32
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Decomposition methods for monotone two-time-scale stochastic optimization problems
Authors (first, second and last of 4)
- Tristan Rigaut
- Pierre Carpentier
- Michel De Lara
- Content type: Original Paper
- Published: 21 April 2024
- Article: 28