Convergent bounds for stochastic programs with expected value constraints (Q1035872): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q263196
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10957-008-9476-1 / rank
Normal rank
 
Property / author
 
Property / author: Daniel Kuhn / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: EVPI / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2008371319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4838490 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applications of Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5444109 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generating Scenario Trees for Multistage Decision Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On complexity of multistage stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference of statistical bounds for multistage stochastic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance reduction in sample approximations of stochastic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi-convergent discretizations of multistage stochastic programs via integration quadratures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario tree generation for multiperiod financial optimization of optimal discretization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial scenario generation for stochastic multi-stage decision processes as facility location problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario reduction in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario reduction algorithms in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative Stability in Stochastic Programming: The Method of Probability Metrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4035542 / rank
 
Normal rank
Property / cites work
 
Property / cites work: EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic quasigradient methods for optimization of discrete event systems / 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: Q4858094 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: A tight upper bound for the expectation of a convex function of a multivariate random variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: An upper bound for SLP using first and total second moments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for Stochastic Linear Programming Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4302591 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for Two-Stage Stochastic Programs with Fixed Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic two-stage programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistage stochastic programming: Error analysis for the convex case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Barycentric scenario trees in convex multistage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized bounds for convex multistage stochastic programs. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation and discretization in multistage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contributions to the theory of stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chance-Constrained Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3696896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated chance constraints: reduced forms and an algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4050397 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4156141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic convex programming: basic duality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039882 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Epi-Convergent Discretizations of Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Multistage Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Scenario Generation Algorithm for Multistage Stochastic Linear Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3524406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3604331 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10957-008-9476-1 / rank
 
Normal rank

Latest revision as of 14:13, 10 December 2024

scientific article
Language Label Description Also known as
English
Convergent bounds for stochastic programs with expected value constraints
scientific article

    Statements

    Convergent bounds for stochastic programs with expected value constraints (English)
    0 references
    4 November 2009
    0 references
    stochastic programming
    0 references
    approximation
    0 references
    bounds
    0 references
    expected value constraints
    0 references
    integrated chance constraints
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers