The following pages link to (Q3229784):
Displayed 50 items.
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty (Q1904675) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- A cutting plane method from analytic centers for stochastic programming (Q1922690) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Multiobjective two-stage stochastic programming problems with interval discrete random variables (Q1953220) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- Strong convexity in risk-averse stochastic programs with complete recourse (Q1989726) (← links)
- Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry (Q1993617) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region (Q2079685) (← links)
- Limit laws for empirical optimal solutions in random linear programs (Q2159558) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Stochastic vs deterministic programming in water management: the value of flexibility (Q2259041) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
- Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution (Q2393472) (← links)
- Approximation algorithms for \(k\)-level stochastic facility location problems (Q2410048) (← links)
- Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability (Q2470112) (← links)
- Solving a class of stochastic mixed-integer programs with branch and price (Q2502208) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- A fast quadratic programming method for solving ill-conditioned systems of equations (Q2550670) (← links)
- Local minimizer of a nonconvex quadratic programming problem (Q2639602) (← links)
- A dual-response strategy for global logistics under uncertainty: a case study of a third-party logistics company (Q2914202) (← links)
- Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization (Q2976144) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- A scenario-based stochastic programming model for the control or dummy wafers downgrading problem (Q3077470) (← links)
- Equivalence of some quadratic programming algorithms (Q3343781) (← links)
- Stochastic analysis of crude oil procurement and processing under uncertain demand for bunker fuel oil (Q3422367) (← links)
- Aggregation bounds in stochastic linear programming (Q3675909) (← links)
- Improved algorithm for mixed-integer quadratic programs and a computational study (Q3720300) (← links)
- Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases (Q3887236) (← links)
- Mixed-integer quadratic programming (Q3931023) (← links)
- The value of the stochastic solution in stochastic linear programs with fixed recourse (Q3968764) (← links)
- A quadratic programming algorithm using conjugate search directions (Q4184627) (← links)
- Approximation Algorithms for Stochastic and Risk-Averse Optimization (Q4601213) (← links)
- Optimal power control in a wireless network using a model with stochastic link coefficients (Q4667826) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Technical Note—Two-Stage Sample Robust Optimization (Q5031032) (← links)
- Chance constraint programming problems with parameters as exponential random variable (Q5064471) (← links)
- On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games (Q5108262) (← links)
- Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function (Q5129216) (← links)
- Contributions to the theory of stochastic programming (Q5181085) (← links)
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution (Q5202511) (← links)
- A method for solving maximum-problems with a nonconcave quadratic objective function (Q5514163) (← links)
- (Q5557555) (← links)