Pages that link to "Item:Q3703592"
From MaRDI portal
The following pages link to Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592):
Displayed 13 items.
- Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- On a distributed implementation of a decomposition method for multistage linear stochastic programs (Q2785399) (← links)
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach (Q3502191) (← links)
- Nested decomposition of multistage nonlinear programs with recourse (Q3757692) (← links)
- A piecewise linear upper bound on the network recourse function (Q3770284) (← links)
- On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818) (← links)
- Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
- A game-theoretic control approach for job shops in the presence of disruptions (Q4394284) (← links)
- Test problems in stochastic multistage programming (Q4484946) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (Q4709730) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)