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Stochastic Optimization Models for Risk-Based Reservoir Management*. 智库出版物
2019
作者:  Ermoliev Y;  Ermolieva T;  Kahil T;  Gorbachuk V;  Knopov P
收藏  |  浏览/下载：3/0  |  提交时间：2019/06/18
stochastic optimization  risk  water resource management  two-stage problem  extreme events  
Time-inconsistent multistage stochastic programs: Martingale bounds. 智库出版物
2016
作者:  Pflug GC;  Pichler A
收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
Stochastic optimization  risk measure  Average Value-at-Risk  dynamic programming  time consistency  
Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands. 智库出版物
2016
作者:  Ermolieva T;  Filatova T;  Ermoliev Y;  Obersteiner M;  de Bruijn K M;  Jeuken A
Adobe PDF(1062Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
Flood risk  loss-sharing programs  quantile-related stochastic optimization  spatial catastrophe model  
Behavioral pricing of energy swing options by stochastic bilevel optimization. 智库出版物
2016
作者:  Gross P;  Pflug G
Adobe PDF(1574Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
stochastic bilevel program  swing option pricing  energy portfolio optimization  multistage energy optimization  
Integrated model for robust emission trading under uncertainties: cost-effectiveness and environmental safety. 智库出版物
2015
作者:  Ermoliev Y;  Ermolieva T;  Jonas M;  Obersteiner M;  Wagner F;  Winiwarter W
收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
robust emission trading  uncertainties  irreversibility  environmental safety  cost-effectiveness  core solution  two-stage stochastic optimization  
Global food security & adaptation under crop yield volatility. 智库出版物
2015
作者:  Fuss S;  Havlik P;  Szolgayova J;  Schmid E;  Reuter WH;  Khabarov N;  Obersteiner M;  Ermolieva T
收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
food security  stochastic optimization under uncertainty  adaptation  international trade  land use change  climate change  
Dynamic generation of scenario trees. 智库出版物
2015
作者:  Pflug G;  Pichler A
收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
decision trees  stochastic optimization  optimal transportation  90C15  60B05  62P05  
Integrated Assessment of Climate Catastrophes with Endogenous Uncertainty: Does the Risk of Ice Sheet Collapse Justify Precautionary Mitigation? 智库出版物
2015
作者:  Delavane B. Diaz
JPEG(71Kb)  |  收藏  |  浏览/下载：3/0  |  提交时间：2019/06/14
Climate Change Policy  Sea Level Rise  Ice Sheet Collapse  Endogenous Uncertainty  Stochastic Optimization  Greenhouse Gas Mitigation  Risk Management  
On distributionally robust multiperiod stochastic optimization. 智库出版物
2014
作者:  Analui B;  Pflug GC
收藏  |  浏览/下载：2/0  |  提交时间：2019/06/18
multistage stochastic optimization  distributional robustness  model ambiguity  nested distance  inventory management  
Electricity swing option pricing by stochastic bilevel optimization: A survey and new approaches. 智库出版物
2014
作者:  Kovacevic RM;  Pflug GC
收藏  |  浏览/下载：3/0  |  提交时间：2019/06/18
Pricing  Swing option  Bilevel optimization  Stochastic optimization  Stackelberg game