Cover Image

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Yu, Xian, Shen, Siqian
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Adaptive Multistage Stochastic Programming
by: Kayacık, Sezen Ece, et al.
Published: (2024)

Multistage Stochastic Program for Mitigating Power System Risks under Wildfire Disruptions
by: Yang, Hanbin, et al.
Published: (2023)

Multistage Stochastic Programming for Rare Event Risk Mitigation in Power Systems Management
by: Mastropietro, Daniel, et al.
Published: (2026)

Risk-Averse Stochastic User Equilibrium on Uncertain Transportation Networks
by: Bao, Wencheng, et al.
Published: (2026)

On the Global Convergence of Risk-Averse Natural Policy Gradient Methods with Expected Conditional Risk Measures
by: Yu, Xian, et al.
Published: (2023)

Learning of Nash Equilibria in Risk-Averse Games
by: Wang, Zifan, et al.
Published: (2024)

Learning to Solve Bilevel Programs with Binary Tender
by: Zhou, Bo, et al.
Published: (2024)

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
by: Franc, Adrien Le, et al.
Published: (2022)

Bilevel Mixed-Integer Linear Program with Binary Tender
by: Zhou, Bo, et al.
Published: (2025)

GPU-Accelerated Dynamic Programming for Multistage Stochastic Energy Storage Arbitrage
by: Lee, Thomas, et al.
Published: (2025)

Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty
by: Park, Hyuk, et al.
Published: (2024)

Stability Analysis of An Integrated Multistage Stochastic Programming and Markov Decision Process Problem
by: Yang, Zhiyao, et al.
Published: (2025)

Risk-Averse Receding Horizon Motion Planning for Obstacle Avoidance using Coherent Risk Measures
by: Dixit, Anushri, et al.
Published: (2022)

Risk-Averse Antibiotics Time Machine Problem
by: Tuncer, Deniz, et al.
Published: (2025)

Adaptive Two-stage Stochastic Programming with an Analysis on Capacity Expansion Planning Problem
by: Basciftci, Beste, et al.
Published: (2019)

Risk-Averse Ensemble Control for Control-Affine Systems
by: Scagliotti, Alessandro, et al.
Published: (2026)

Risk-Averse Learning with Varying Risk Levels
by: Wang, Siyi, et al.
Published: (2025)

Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models
by: Kang, Sumin, et al.
Published: (2024)

Semismooth Newton Methods for Risk-Averse Markov Decision Processes
by: Gargiani, Matilde, et al.
Published: (2025)

Optimization with Multi-sourced Information and Unknown Reliability: A Distributionally Robust Approach
by: Guo, Yanru, et al.
Published: (2025)

Frequency Stability-Constrained Unit Commitment: Tight Approximation using Bernstein Polynomials
by: Zhou, Bo, et al.
Published: (2022)

Multistage Robust Average Randomized Spectral Risk Optimization
by: Wu, Qiong, et al.
Published: (2024)

Risk-Averse Model Predictive Control for Racing in Adverse Conditions
by: Lew, Thomas, et al.
Published: (2024)

Sequential Charging Station Location Optimization under Uncertain Charging Behavior and User Growth
by: Shen, Wenjia, et al.
Published: (2024)

Risk-Averse Markov Decision Processes: Applications to Electricity Grid and Reservoir Management
by: Khojaste, Arash, et al.
Published: (2026)

GPU-Accelerated SPOCK for Scenario-Based Risk-Averse Optimal Control Problems
by: Moran, Ruairi, et al.
Published: (2025)

A Gradient Method for Risk Averse Control of a PDE-SDE Interconnected System
by: Velho, Gabriel, et al.
Published: (2025)

Multi-Period Stochastic Logistic Hub Capacity Planning for Relay Transportation
by: Liu, Xiaoyue, et al.
Published: (2024)

Deterministic Multistage Constellation Reconfiguration Using Integer Programming and Sequential Decision-Making Methods
by: Lee, Hang Woon, et al.
Published: (2024)

Distributionally Robust Hospital Capacity Expansion Planning under Stochastic and Correlated Patient Demand
by: Alnaggar, Aliaa, et al.
Published: (2024)

Distributionally Robust Resource Allocation with Trust-aided Parametric Information Fusion
by: Guo, Yanru, et al.
Published: (2024)

Conformal Uncertainty Quantification of Electricity Price Predictions for Risk-Averse Storage Arbitrage
by: Alghumayjan, Saud, et al.
Published: (2024)

Peak Value-at-Risk Estimation of Stochastic Processes using Occupation Measures
by: Miller, Jared, et al.
Published: (2023)

A Stochastic Programming Approach to the Railcar Maintenance Problem with Service Level and Track Capacity Considerations
by: Elhüseyni, Murat, et al.
Published: (2025)

Exploiting Multistage Optimization Structure in Proximal Solvers
by: Schwan, Roland, et al.
Published: (2025)

Parallel KKT Solver in PIQP for Multistage Optimization
by: Song, Fenglong, et al.
Published: (2025)

An Iterative Problem-Driven Scenario Reduction Framework for Stochastic Optimization with Conditional Value-at-Risk
by: Zhuang, Yingrui, et al.
Published: (2025)

Risk-Averse Markov Decision Processes through a Distributional Lens
by: Cheng, Ziteng, et al.
Published: (2022)

Multistage Conditional Compositional Optimization
by: Şen, Buse, et al.
Published: (2026)

A Nationwide Multi-Location Multi-Resource Stochastic Programming Based Energy Planning Framework
by: Al-Lawati, Razan A. H., et al.
Published: (2023)