Pages that link to "Item:Q3643498"

The following pages link to Lectures on Stochastic Programming (Q3643498):

Displaying 50 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
• Algorithms that satisfy a stopping criterion, probably (Q269806) (← links)
• A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
• Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
• Stopping rules for optimization algorithms based on stochastic approximation (Q289128) (← links)
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• An approximation scheme for a class of risk-averse stochastic equilibrium problems (Q301663) (← links)
• A stochastic successive minimization method for nonsmooth nonconvex optimization with applications to transceiver design in wireless communication networks (Q301668) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
• A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
• Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
• A direct search method for unconstrained quantile-based simulation optimization (Q319799) (← links)
• A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
• Fusion of hard and soft information in nonparametric density estimation (Q320029) (← links)
• Satisficing measure approach for vehicle routing problem with time windows under uncertainty (Q320689) (← links)
• Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
• Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
• Electricity retail contracting under risk-aversion (Q322785) (← links)
• Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
• Some characterizations of robust optimal solutions for uncertain convex optimization problems (Q331984) (← links)
• An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
• On the quantification of nomination feasibility in stationary gas networks with random load (Q343824) (← links)
• Robust linear semi-infinite programming duality under uncertainty (Q353146) (← links)
• A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
• Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
• Multistage stochastic programming in strategic telecommunication network planning (Q373205) (← links)
• Risk averse elastic shape optimization with parametrized fine scale geometry (Q378125) (← links)
• Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
• An exact algorithm for the maximum probabilistic clique problem (Q405671) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
• Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
• Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty (Q432370) (← links)
• Sell or hold: A simple two-stage stochastic combinatorial optimization problem (Q435735) (← links)
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
• Mixed integer linear programming formulations for probabilistic constraints (Q439901) (← links)
• A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
• Robust least square semidefinite programming with applications (Q457207) (← links)
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
• Stochastic optimization over a Pareto set associated with a stochastic multi-objective optimization problem (Q467441) (← links)
• A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
• Bounds in multistage linear stochastic programming (Q467481) (← links)
• Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
• Stochastic model predictive control for constrained discrete-time Markovian switching systems (Q472564) (← links)
• Stochastic programming approach for energy management in electric microgrids (Q478949) (← links)