Scenario-based stochastic programs: Resistance with respect to sample (Q1918420): Difference between revisions

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-Jitka Dupačová
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+Jitka Dupačová
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+The value of the stochastic solution in stochastic linear programs with fixed recourse
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+Scenario optimization
@@ Property / cites work: Scenario optimization / rank @@
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+Stability and sensitivity-analysis for stochastic programming
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+Postoptimality for multistage stochastic linear programs
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+stochastic quasigradient methods and their application to system optimization<sup>†</sup>
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+Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
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+The Influence Curve and Its Role in Robust Estimation
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+Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
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+Linear‐quadratic efficient frontiers for portfolio optimization
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+Robust Optimization of Large-Scale Systems
@@ Property / cites work: Robust Optimization of Large-Scale Systems / rank @@
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+Stability in Two-Stage Stochastic Programming
@@ Property / cites work: Stability in Two-Stage Stochastic Programming / rank @@
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+Robust Solutions in Stochastic Linear Programming
@@ Property / cites work: Robust Solutions in Stochastic Linear Programming / rank @@
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+Publication:1918420