Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s12532-015-0088-0 / rank
Normal rank
 
Property / OpenAlex ID
 
Property / OpenAlex ID: W974410315 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s12532-015-0088-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W974410315 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity and decomposition of mean-risk stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3844775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Level bundle methods for oracles with on-demand accuracy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic decomposition. A statistical method for large scale stochastic linear programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decomposition algorithms for stochastic programming on a computational grid / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deviation measures in linear two-stage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: The empirical behavior of sampling methods for stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo bounding techniques for determinig solution quality in stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On deviation measures in stochastic integer programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Scenario Decomposition Method for Large-Scale Stochastic Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic programming with integer variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5258693 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional value-at-risk in stochastic programs with mixed-integer recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Class of Minimax Stochastic Programs / rank
 
Normal rank

Latest revision as of 07:47, 11 July 2024

scientific article
Language Label Description Also known as
English
Computational study of decomposition algorithms for mean-risk stochastic linear programs
scientific article

    Statements

    Computational study of decomposition algorithms for mean-risk stochastic linear programs (English)
    0 references
    0 references
    0 references
    15 January 2016
    0 references
    stochastic programming
    0 references
    mean-risk objectives
    0 references
    decomposition
    0 references
    subgradient optimization
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references