A piecewise linear upper bound on the network recourse function (Q3770284): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
+Normal rank
@@ Property / cites work @@
+Refining bounds for stochastic linear programs with linearly transformed independent random variables
+Normal rank
@@ Property / cites work @@
+<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Q3809563
@@ Property / cites work: Q3809563 / rank @@
+Normal rank
@@ Property / cites work @@
+Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
+Normal rank
@@ Property / cites work @@
+Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
+Normal rank
@@ Property / cites work @@
+Solving stochastic programming problems with recourse including error bounds
+Normal rank
@@ Property / cites work @@
+A tight upper bound for the expectation of a convex function of a multivariate random variable
+Normal rank
@@ Property / cites work @@
+Q3730336
@@ Property / cites work: Q3730336 / rank @@
+Normal rank
@@ Property / cites work @@
+NETGEN: A Program for Generating Large Scale Capacitated Assignment, Transportation, and Minimum Cost Flow Network Problems
+Normal rank
@@ Property / cites work @@
+Q3968759
@@ Property / cites work: Q3968759 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving stochastic programs with network recourse
@@ Property / cites work: Solving stochastic programs with network recourse / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf02604638
+Normal rank
@@ Property / OpenAlex ID @@
+W1981893768
@@ Property / OpenAlex ID: W1981893768 / rank @@
+Normal rank