Pages that link to "Item:Q1884597"

The following pages link to Generalized bounds for convex multistage stochastic programs. (Q1884597):

Displaying 27 items.

• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Bounds in multi-horizon stochastic programs (Q827134) (← links)
• Dynamic generation of scenario trees (Q902085) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Airline network revenue management by multistage stochastic programming (Q1031952) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
• Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Stochastic dual dynamic integer programming (Q2414913) (← links)
• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (Q2450902) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• Bounds and Approximations for Multistage Stochastic Programs (Q2796801) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• (Q3604332) (← links)
• (Q3604334) (← links)
• Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
• Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• Suboptimal Policies for Stochastic $$N$$-Stage Optimization: Accuracy Analysis and a Case Study from Optimal Consumption (Q4979399) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• Levinson's type generalization of the Edmundson-Lah-Ribarič inequality (Q5964399) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Exact Quantization of Multistage Stochastic Linear Problems (Q6188513) (← links)
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)