Generalized decision rule approximations for stochastic programming via liftings (Q494331)

From MaRDI portal

Revision as of 02:45, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Generalized decision rule approximations for stochastic programming via liftings	scientific article

Statements

scholarly article

0 references

Generalized decision rule approximations for stochastic programming via liftings (English)

0 references

Angelos Georghiou

0 references

Wolfram Wiesemann

0 references

0 references

Mathematical Programming. Series A. Series B

0 references

publication date

31 August 2015

0 references

full work available at URL

http://hdl.handle.net/1721.1/103397

0 references

describes a project that uses

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Two-Stage Robust Network Flow and Design Under Demand Uncertainty

0 references

On the power and limitations of affine policies in two-stage adaptive optimization

0 references

0 references

Adjustable robust solutions of uncertain linear programs

0 references

Lectures on Modern Convex Optimization

0 references

0 references

Optimality of Affine Policies in Multistage Robust Optimization

0 references

A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization

0 references

Introduction to Stochastic Programming

0 references

A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs

0 references

Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem

0 references

Sublinear upper bounds for stochastic programs with recourse

0 references

Introduction to Stochastic Programming

0 references

Information Relaxations and Duality in Stochastic Dynamic Programs

0 references

Multi-period portfolio optimization with linear control policies

0 references

A Linear Decision-Based Approximation Approach to Stochastic Programming

0 references

Uncertain Linear Programs: Extended Affinely Adjustable Robust Counterparts

0 references

A piecewise linear upper bound on the network recourse function

0 references

Computational complexity of stochastic programming problems

0 references

Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation

0 references

Barycentric scenario trees in convex multistage stochastic programming

0 references

On decision rules in stochastic programming

0 references

A tight upper bound for the expectation of a convex function of a multivariate random variable

0 references

Distributionally Robust Optimization and Its Tractable Approximations

0 references

The Robust Capacitated Vehicle Routing Problem Under Demand Uncertainty

0 references

An Efficient Method to Estimate the Suboptimality of Affine Controllers

0 references

0 references

Generalized bounds for convex multistage stochastic programs.

0 references

0 references

Primal and dual linear decision rules in stochastic and robust optimization

0 references

Some results on the strength of relaxations of multilinear functions

0 references

Approximate Dynamic Programming

0 references

Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules

0 references

Variational Analysis

0 references

0 references

Design of Affine Controllers via Convex Optimization

0 references

Bounding multi-stage stochastic programs from above

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

0 references

10.1007/S10107-014-0789-6

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:494331

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q494331&oldid=38129998"