Stochastic Dual Dynamic Programming - Articles - Scientific Research Publishing

Experimental Study of Methods of Scenario Lattice Construction for Stochastic Dual Dynamic Programming (Articles)

Dmitry Golembiovsky, Anton Pavlov, Smetanin Daniil

Open Journal of Optimization Vol.10 No.2, June 28, 2021

DOI: 10.4236/ojop.2021.102004 491 Downloads 1,817 Views Citations
Optimal Reservoir Operation Using Stochastic Dynamic Programming (Articles)

Pan Liu, Jingfei Zhao, Liping Li, Yan Shen

Journal of Water Resource and Protection Vol.4 No.6, June 20, 2012

DOI: 10.4236/jwarp.2012.46038 6,147 Downloads 11,471 Views Citations
Volatility Forecasting of Market Demand as Aids for Planning Manufacturing Activities (Articles)

Jean-Pierre Briffaut, Patrick Lallement

Journal of Service Science and Management Vol.3 No.4, December 28, 2010

DOI: 10.4236/jssm.2010.34045 5,045 Downloads 9,524 Views Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications (Articles)

Jingtao Shi

American Journal of Operations Research Vol.3 No.6, October 24, 2013

DOI: 10.4236/ajor.2013.36043 6,307 Downloads 10,610 Views Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B, January 17, 2013

DOI: 10.4236/ti.2013.41B008 5,327 Downloads 7,423 Views Citations
Optimal Consumption under Uncertainties: Random Horizon Stochastic Dynamic Roy’s Identity and Slutsky Equation (Articles)

David W. K. Yeung

Applied Mathematics Vol.5 No.2, January 20, 2014

DOI: 10.4236/am.2014.52028 4,668 Downloads 6,902 Views Citations
This article belongs to the Special Issue on Optimization
An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility (Articles)

Albert N. Sandjo, Fabrice Colin, Salissou Moutari

Journal of Mathematical Finance Vol.7 No.1, February 28, 2017

DOI: 10.4236/jmf.2017.71011 2,115 Downloads 4,564 Views Citations
Valuation of Game Swaptions under the Generalized Ho-Lee Model (Articles)

Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65065 2,050 Downloads 3,600 Views Citations
A Literature Review of Stochastic Programming and Unit Commitment (Articles)

Hang Dai, Ni Zhang, Wencong Su

Journal of Power and Energy Engineering Vol.3 No.4, April 14, 2015

DOI: 10.4236/jpee.2015.34029 7,023 Downloads 9,696 Views Citations
Parallel Evaluation of a Spatial Traversability Cost Function on GPU for Efficient Path Planning (Articles)

Stephen Cossell, Jose Guivant

Journal of Intelligent Learning Systems and Applications Vol.3 No.4, November 29, 2011

DOI: 10.4236/jilsa.2011.34022 7,434 Downloads 12,170 Views Citations
A Dynamic Programming Algorithm for the Ridersharing Problem Restricted with Unique Destination and Zero Detour on Trees (Articles)

Yiming Li, Huiqiang Lu, Zhiqian Ye, Xiao Zhou

Journal of Applied Mathematics and Physics Vol.5 No.9, September 15, 2017

DOI: 10.4236/jamp.2017.59140 887 Downloads 1,977 Views Citations
Chance-Constrained Approaches for Multiobjective Stochastic Linear Programming Problems (Articles)

Justin Dupar Busili Kampempe, Monga Kalonda Luhandjula

American Journal of Operations Research Vol.2 No.4, November 30, 2012

DOI: 10.4236/ajor.2012.24061 4,900 Downloads 8,265 Views Citations
Solution of Stochastic Quadratic Programming with Imperfect Probability Distribution Using Nelder-Mead Simplex Method (Articles)

Xinshun Ma, Xin Liu

Journal of Applied Mathematics and Physics Vol.6 No.5, May 31, 2018

DOI: 10.4236/jamp.2018.65095 934 Downloads 2,650 Views Citations
Wave Turbulence of Exponential Oscillons and Pulsons (Articles)

Victor A. Miroshnikov

American Journal of Computational Mathematics Vol.14 No.1, March 29, 2024

DOI: 10.4236/ajcm.2024.141004 281 Downloads 865 Views Citations
Dynamic Moral Judgments and Emotions (Articles)

Magda Osman

Psychology Vol.6 No.8, June 23, 2015

DOI: 10.4236/psych.2015.68090 4,615 Downloads 6,395 Views Citations
Multi-Area Unit Commitment Using Hybrid Particle Swarm Optimization Technique with Import and Export Constraints (Articles)

S. R. P. CHITRA SELVI, R. P. KUMUDINI DEVI, C. CHRISTOBER ASIR RAJAN

Engineering Vol.1 No.3, November 24, 2009

DOI: 10.4236/eng.2009.13017 5,861 Downloads 11,086 Views Citations
A Novel Approach for Finding a Shortest Path in a Mixed Fuzzy Network (Articles)

Ali Tajdin, Iraj Mahdavi, Nezam Mahdavi-Amiri, Bahram Sadeghpour-Gildeh, Reza Hassanzadeh

Wireless Sensor Network Vol.2 No.2, March 15, 2010

DOI: 10.4236/wsn.2010.22020 6,187 Downloads 11,953 Views Citations
Efficient Routing of Emergency Vehicles under Uncertain Urban Traffic Conditions (Articles)

Amir Elalouf

Journal of Service Science and Management Vol.5 No.3, September 19, 2012

DOI: 10.4236/jssm.2012.53029 4,755 Downloads 7,742 Views Citations
A Reward Functional to Solve the Replacement Problem (Articles)

Eva Selene Hernández Gress, Oscar Montaño Arango, José Ramón Corona Armenta, Antonio Oswaldo Ortega Reyes

Intelligent Control and Automation Vol.3 No.4, November 28, 2012

DOI: 10.4236/ica.2012.34045 7,146 Downloads 9,596 Views Citations
Mixed Band Control of Mutual Proportional Reinsurance (Articles)

Michael Taksar, John Liu, Jiguang Yuan

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32025 3,417 Downloads 6,092 Views Citations

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