Two-stage linear decision rules for multi-stage stochastic programming (Q2118081): Difference between revisions

From MaRDI portal

Jump to:navigation, search

← Older edit Newer edit →

Revision as of 02:21, 15 September 2024

scientific article

Language	Label	Description	Also known as
English	Two-stage linear decision rules for multi-stage stochastic programming	scientific article

Statements

scholarly article

0 references

Two-stage linear decision rules for multi-stage stochastic programming (English)

0 references

0 references

James R. Luedtke

0 references

Mathematical Programming. Series A. Series B

0 references

publication date

22 March 2022

0 references

full work available at URL

https://arxiv.org/abs/1701.04102

0 references

zbMATH Keywords

multi-stage stochastic programming

0 references

linear decision rules

0 references

two-stage approximation

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs

0 references

Adjustable robust solutions of uncertain linear programs

0 references

Robust optimization-methodology and applications

0 references

Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization

0 references

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

0 references

Aggregation bounds in stochastic linear programming

0 references

A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs

0 references

The Scenario Approach to Robust Control Design

0 references

The Scenario Generation Algorithm for Multistage Stochastic Linear Programming

0 references

A Linear Decision-Based Approximation Approach to Stochastic Programming

0 references

Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse

0 references

Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems

0 references

<tt>SDDP.jl</tt>: A Julia Package for Stochastic Dual Dynamic Programming

0 references

Computational complexity of stochastic programming problems

0 references

Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space

0 references

Solving two-stage stochastic programming problems with level decomposition

0 references

Feature Article: Optimization for simulation: Theory vs. Practice

0 references

On decision rules in stochastic programming

0 references

MSLiP: A computer code for the multistage stochastic linear programming problem

0 references

Generalized decision rule approximations for stochastic programming via liftings

0 references

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs

0 references

SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning

0 references

Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs

0 references

A comment on ``Computational complexity of stochastic programming problems''

0 references

Scenario tree modeling for multistage stochastic programs

0 references

Multistage stochastic convex programs: duality and its implications

0 references

On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling

0 references

Generating Scenario Trees for Multistage Decision Problems

0 references

Cut sharing for multistage stochastic linear programs with interstage dependency

0 references

Variance reduction in sample approximations of stochastic programs

0 references

Primal and dual linear decision rules in stochastic and robust optimization

0 references

New variants of bundle methods

0 references

The empirical behavior of sampling methods for stochastic programming

0 references

Monte Carlo bounding techniques for determinig solution quality in stochastic programs

0 references

Robust Stochastic Approximation Approach to Stochastic Programming

0 references

Epi-convergent discretizations of multistage stochastic programs via integration quadratures

0 references

Multi-stage stochastic optimization applied to energy planning

0 references

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

0 references

On the convergence of stochastic dual dynamic programming and related methods

0 references

Acceleration of Stochastic Approximation by Averaging

0 references

Approximate Dynamic Programming

0 references

A Stochastic Approximation Method

0 references

Scenarios and Policy Aggregation in Optimization Under Uncertainty

0 references

A regularized decomposition method for minimizing a sum of polyhedral functions

0 references

Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming

0 references

Stochastic programming approach to optimization under uncertainty

0 references

Analysis of stochastic dual dynamic programming method

0 references

0 references

On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs

0 references

0 references

Risk neutral and risk averse stochastic dual dynamic programming method

0 references

<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

0 references

A constraint sampling approach for multi-stage robust optimization

0 references

Applications of Stochastic Programming

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/s10107-018-1339-4

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2118081

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2118081&oldid=37843177"