Scenario Trees and Policy Selection for Multistage Stochastic Programming Using Machine Learning

INFORMS Journal on Computing ◽

10.1287/ijoc.1120.0516 ◽

2013 ◽

Vol 25 (3) ◽

pp. 488-501 ◽

Author(s):

Boris Defourny ◽

Damien Ernst ◽

Louis Wehenkel

Keyword(s):

Machine Learning ◽

Stochastic Programming ◽

Multistage Stochastic Programming ◽

Policy Selection ◽

Scenario Trees ◽

Download Full-text

ScenTrees.jl: A Julia Package for Generating Scenario Trees and Scenario Lattices for Multistage Stochastic Programming

The Journal of Open Source Software ◽

10.21105/joss.01912 ◽

2020 ◽

Vol 5 (46) ◽

pp. 1912

Author(s):

Kipngeno Kirui ◽

Alois Pichler ◽

Georg Pflug

Keyword(s):

Stochastic Programming ◽

Multistage Stochastic Programming ◽

Download Full-text

Optimal Scenario-Tree Selection for Multistage Stochastic Programming

Machine Learning, Optimization, and Data Science - Lecture Notes in Computer Science ◽

10.1007/978-3-030-64583-0_31 ◽

2020 ◽

pp. 335-346

Author(s):

Bruno G. Galuzzi ◽

Enza Messina ◽

Antonio Candelieri ◽

Francesco Archetti

Keyword(s):

Stochastic Programming ◽

Scenario Tree ◽

Multistage Stochastic Programming ◽

Download Full-text

Multistage Stochastic Programming Model of Portfolio Selection for Life Insurance Companies in China

2009 International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2009.70 ◽

2009 ◽

Author(s):

Ran Qu ◽

Zhenting Qu

Keyword(s):

Stochastic Programming ◽

Portfolio Selection ◽

Life Insurance ◽

Programming Model ◽

Insurance Companies ◽

Multistage Stochastic Programming ◽

Stochastic Programming Model ◽

Download Full-text

Barycentric scenario trees in convex multistage stochastic programming

Mathematical Programming ◽

10.1007/bf02592156 ◽

1996 ◽

Vol 75 (2) ◽

pp. 277-293 ◽

Author(s):

Karl Frauendorfer

Keyword(s):

Stochastic Programming ◽

Multistage Stochastic Programming ◽

Download Full-text

Optimal feature selection for machine learning based intrusion detection system by exploiting attribute dependence

Materials Today Proceedings ◽

10.1016/j.matpr.2021.04.643 ◽

2021 ◽

Author(s):

Ghanshyam Prasad Dubey ◽

Dr. Rakesh Kumar Bhujade

Keyword(s):

Machine Learning ◽

Feature Selection ◽

Intrusion Detection ◽

Intrusion Detection System ◽

Detection System ◽

Optimal Feature Selection ◽

Selection For ◽

Optimal Feature

Download Full-text

Management of non-maturing deposits by multistage stochastic programming

European Journal of Operational Research ◽

10.1016/s0377-2217(02)00626-4 ◽

2003 ◽

Vol 151 (3) ◽

pp. 602-616 ◽

Author(s):

Karl Frauendorfer ◽

Michael Schürle

Keyword(s):

Stochastic Programming ◽

Multistage Stochastic Programming

Download Full-text

Feature Selection for Unsupervised Machine Learning of Accelerometer Data Physical Activity Clusters – A Systematic Review

Gait & Posture ◽

10.1016/j.gaitpost.2021.08.007 ◽

2021 ◽

Author(s):

Petra J. Jones ◽

Mike Catt ◽

Melanie J. Davies ◽

Charlotte L. Edwardson ◽

Evgeny M. Mirkes ◽

...

Keyword(s):

Physical Activity ◽

Machine Learning ◽

Systematic Review ◽

Feature Selection ◽

Accelerometer Data ◽

Unsupervised Machine Learning ◽

Download Full-text

Online electric vehicle charging control with multistage stochastic programming

2014 48th Annual Conference on Information Sciences and Systems (CISS) ◽

10.1109/ciss.2014.6814144 ◽

2014 ◽

Author(s):

Wanrong Tang ◽

Ying Jun Zhang

Keyword(s):

Stochastic Programming ◽

Electric Vehicle ◽

Multistage Stochastic Programming ◽

Electric Vehicle Charging ◽

Charging Control ◽

Vehicle Charging

Download Full-text

Optimum machine learning algorithm selection for forecasting vegetation indices: MODIS NDVI & EVI

Remote Sensing Applications Society and Environment ◽

10.1016/j.rsase.2021.100582 ◽

2021 ◽

Vol 23 ◽

pp. 100582

Author(s):

Bishal Roy

Keyword(s):

Machine Learning ◽

Learning Algorithm ◽

Vegetation Indices ◽

Machine Learning Algorithm ◽

Algorithm Selection ◽

Download Full-text

Multistage Stochastic Programming in Computational Finance

Applied Optimization - Computational Methods in Decision-Making, Economics and Finance ◽

10.1007/978-1-4757-3613-7_3 ◽

2002 ◽

pp. 35-47 ◽

Author(s):

Nalan Gulpinar ◽

Berc Rustem ◽

Reuben Settergren

Keyword(s):

Stochastic Programming ◽

Computational Finance ◽

Multistage Stochastic Programming

Download Full-text