Pages that link to "Item:Q3643498"
From MaRDI portal
The following pages link to Lectures on Stochastic Programming (Q3643498):
Displayed 50 items.
- Restricted risk measures and robust optimization (Q2629722) (← links)
- Regularization of stochastic variational inequalities and a comparison of an \(L_p\) and a sample-path approach (Q2637662) (← links)
- Asymptotic optimality in stochastic optimization (Q2656586) (← links)
- Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems (Q2660091) (← links)
- Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
- When can we improve on sample average approximation for stochastic optimization? (Q2661521) (← links)
- Asymptotic analysis for a stochastic semidefinite programming (Q2661609) (← links)
- Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints (Q2661625) (← links)
- Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment (Q2666690) (← links)
- Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem (Q2666708) (← links)
- Two fast variance-reduced proximal gradient algorithms for SMVIPs -- stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems (Q2668043) (← links)
- An approach to the distributionally robust shortest path problem (Q2668652) (← links)
- Optimal randomized classification trees (Q2668720) (← links)
- Chance constrained unit commitment approximation under stochastic wind energy (Q2669502) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- Gradients and subgradients of buffered failure probability (Q2670447) (← links)
- Distributionally robust chance constraint with unimodality-skewness information and conic reformulation (Q2670497) (← links)
- Tight tail probability bounds for distribution-free decision making (Q2670527) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- Submodular reassignment problem for reallocating agents to tasks with synergy effects (Q2673247) (← links)
- A pessimistic bilevel stochastic problem for elastic shape optimization (Q2693640) (← links)
- Two-stage distributionally robust optimization model for warehousing-transportation problem under uncertain environment (Q2698567) (← links)
- Spectral projected subgradient method for nonsmooth convex optimization problems (Q2700023) (← links)
- Risk Estimation via Regression (Q2795869) (← links)
- Inexact Restoration approach for minimization with inexact evaluation of the objective function (Q2796018) (← links)
- Numerical Probabilistic Approach for Optimization Problems (Q2803585) (← links)
- Convergence Analysis for Distributionally Robust Optimization and Equilibrium Problems (Q2806810) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Balancing desirability and promotion steadiness in partially stochastic manpower planning systems (Q2807806) (← links)
- Expansion planning for waste-to-energy systems using waste forecast prediction sets (Q2808492) (← links)
- Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures (Q2815507) (← links)
- Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (Q2821799) (← links)
- Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (Q2830943) (← links)
- On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes (Q2832894) (← links)
- Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
- Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty (Q2840676) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Dynamical Gene-Environment Networks Under Ellipsoidal Uncertainty: Set-Theoretic Regression Analysis Based on Ellipsoidal OR (Q2908451) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Strong Formulations for Multistage Stochastic Self-Scheduling Unit Commitment (Q2957470) (← links)
- On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- New Formulations for Choice Network Revenue Management (Q2962567) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization (Q2976144) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)