Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426): Difference between revisions

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+N. Chanaka P. Edirisinghe
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+MSLiP
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+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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+Q4251881
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+Parallel processors for planning under uncertainty
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+An upper bound on the expectation of simplicial functions of multivariate random variables
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+New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
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+Bounds for Two-Stage Stochastic Programs with Fixed Recourse
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+Implementing bounds-based approximations in convex-concave two-stage stochastic programming
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+stochastic quasigradient methods and their application to system optimization<sup>†</sup>
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+Q4040713
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+Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
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+Stochastic two-stage programming
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+Multistage stochastic programming: Error analysis for the convex case
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+MSLiP: A computer code for the multistage stochastic linear programming problem
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+A tight upper bound for the expectation of a convex function of a multivariate random variable
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+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
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+Stability in Two-Stage Stochastic Programming
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
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