Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (Q4691984): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1287/deca.2014.0303 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2102871013 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partitioning procedures for solving mixed-variables programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decision Analysis by Augmented Probability Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multicut algorithm for two-stage stochastic linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence properties of two-stage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Programming under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3818809 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4732307 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference from iterative simulation using multiple sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse / 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: Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4098444 / rank
 
Normal rank
Property / cites work
 
Property / cites work: MCMC maximum likelihood for latent state models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of stochastic programs with decision dependent random elements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization by Simulated Annealing / 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: Q4510984 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Bayesian Design by Inhomogeneous Markov Chain Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi-convergent discretizations of stochastic programs via integration quadratures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Letter to the Editor—-A Closed Form Solution of Certain Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Letter to the Editor—A Monte Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simulation-based approach to stochastic dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3141922 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4830009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simulation-based approach to two-stage stochastic programming with recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Search and Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains for exploring posterior distributions. (With discussion) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3785827 / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming / rank
 
Normal rank

Latest revision as of 02:21, 17 July 2024

scientific article; zbMATH DE number 6964269
Language Label Description Also known as
English
Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse
scientific article; zbMATH DE number 6964269

    Statements

    Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse (English)
    0 references
    0 references
    0 references
    0 references
    24 October 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    decision analysis
    0 references
    dynamic decision making
    0 references
    math programming
    0 references
    optimization
    0 references
    Markov chain Monte Carlo
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references