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A distributionally ambiguous two-stage stochastic approach for investment in renewable generation
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- Journal:
- European Journal of Applied Mathematics / Volume 34 / Issue 3 / June 2023
- Published online by Cambridge University Press:
- 12 May 2022, pp. 484-504
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A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM
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- Journal:
- The ANZIAM Journal / Volume 55 / Issue 1 / July 2013
- Published online by Cambridge University Press:
- 10 October 2013, pp. 14-38
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Consistency of Sample Estimates of Risk Averse Stochastic Programs
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- Journal:
- Journal of Applied Probability / Volume 50 / Issue 2 / June 2013
- Published online by Cambridge University Press:
- 30 January 2018, pp. 533-541
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- June 2013
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Tail events of simulated annealing Markov chains
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- Journal of Applied Probability / Volume 32 / Issue 4 / December 1995
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- 14 July 2016, pp. 867-876
- Print publication:
- December 1995
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