Optimal capacity allocation in multi-auction electricity markets under uncertainty
Computers and Operations Research
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming
Mathematics of Operations Research
Second-Order Lower Bounds on the Expectation of a Convex Function
Mathematics of Operations Research
Bounds for multistage stochastic programs using supervised learning strategies
SAGA'09 Proceedings of the 5th international conference on Stochastic algorithms: foundations and applications
Scenario Trees and Policy Selection for Multistage Stochastic Programming Using Machine Learning
INFORMS Journal on Computing
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