Pages that link to "Item:Q3643498"
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The following pages link to Lectures on Stochastic Programming (Q3643498):
Displayed 26 items.
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management (Q3064306) (← links)
- Robust Shift Scheduling in Call Centers (Q3195343) (← links)
- A class of stochastic optimization problems with application to selective data editing (Q3225084) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- Risk Trading and Endogenous Probabilities in Investment Equilibria (Q3461988) (← links)
- Heuristic and Exact Algorithms for the Interval Min–Max Regret Knapsack Problem (Q3466782) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
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- Strong duality in robust semi-definite linear programming under data uncertainty (Q5169452) (← links)
- Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty (Q5176910) (← links)
- A Note on Appointment Scheduling with Piecewise Linear Cost Functions (Q5247619) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Consistency of Sample Estimates of Risk Averse Stochastic Programs (Q5299576) (← links)
- A new method to build confidence regions for solutions of stochastic variational inequalities (Q5495600) (← links)
- Newton's Method for Monte Carlo--Based Residuals (Q5499973) (← links)
- Minimum mean-squared deviation method for stochastic complementarity problems (Q5739605) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- On greedy approximation algorithms for a class of two-stage stochastic assignment problems (Q5746684) (← links)
- Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724) (← links)
- Safety-first portfolio selection (Q5891856) (← links)
- Distributionally robust chance constraints for non-linear uncertainties (Q5962718) (← links)
- Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)