A polynomial-time solution scheme for quadratic stochastic programs

DOI10.1007/S10957-012-0264-6zbMath1272.90039OpenAlexW2080020343WikidataQ89134957 ScholiaQ89134957MaRDI QIDQ368716

Paula Rocha, Daniel Kuhn

Publication date: 23 September 2013

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0264-6

zbMATH Keywords

robust optimizationquadratic stochastic programmingconic programmingdecision rule approximation

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15)

Related Items (1)

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

Uses Software

• ROME

Cites Work

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