Bounding multi-stage stochastic programs from above (Q689156): Difference between revisions

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+Partitioning procedures for solving mixed-variables programming problems
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+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
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+Refining bounds for stochastic linear programs with linearly transformed independent random variables
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+A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
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+Sublinear upper bounds for stochastic programs with recourse
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+Q3796964
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+NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
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+A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem
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+Multistage stochastic programs with block-separable recourse
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+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
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+Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem
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+When Is a Multistage Stochastic Programming Problem Well-Defined?
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+A regularized decomposition method for minimizing a sum of polyhedral functions
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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+A piecewise linear upper bound on the network recourse function
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+Solving stochastic programs with simple recourse
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+Publication:689156