Pages that link to "Item:Q3643498"
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The following pages link to Lectures on Stochastic Programming (Q3643498):
Displaying 50 items.
- Stochastic structured tensors to stochastic complementarity problems (Q2307703) (← links)
- Stochastic sampling for deterministic structural topology optimization with many load cases: density-based and ground structure approaches (Q2310028) (← links)
- Partial sample average approximation method for chance constrained problems (Q2311101) (← links)
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems (Q2316620) (← links)
- The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- Mean-semivariance optimality for continuous-time Markov decision processes (Q2328123) (← links)
- Survey on blood supply chain management: models and methods (Q2329712) (← links)
- Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
- Distributionally robust joint chance constrained problem under moment uncertainty (Q2336465) (← links)
- The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations (Q2342423) (← links)
- A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525) (← links)
- On solving convex optimization problems with linear ascending constraints (Q2355310) (← links)
- Probabilistic constraints via SQP solver: application to a renewable energy management problem (Q2355720) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
- Optimization with hidden constraints and embedded Monte Carlo computations (Q2357974) (← links)
- A subgradient-based convex approximations method for DC programming and its applications (Q2358301) (← links)
- Optimality conditions and duality for arcwise connected interval optimization problems (Q2359242) (← links)
- Second-order differentiability of probability functions (Q2361140) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support (Q2374364) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
- Uncontrolled inexact information within bundle methods (Q2397754) (← links)
- Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment (Q2399313) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- Data-driven risk-averse stochastic optimization with Wasserstein metric (Q2417113) (← links)
- Deterministic bicriteria model for stochastic variational inequalities (Q2422130) (← links)
- Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance (Q2422355) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Variable neighborhood search for stochastic linear programming problem with quantile criterion (Q2423821) (← links)
- Sample average approximation in a two-stage stochastic linear program with quantile criterion (Q2424185) (← links)
- Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands (Q2430593) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Convex relaxations of chance constrained optimization problems (Q2439484) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Reverse logistics network design and planning utilizing conditional value at risk (Q2514880) (← links)
- Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty (Q2515038) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Some characterizations of robust optimal solutions for uncertain fractional optimization and applications (Q2628185) (← links)