Pages that link to "Item:Q1341566"
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The following pages link to Finite master programs in regularized stochastic decomposition (Q1341566):
Displaying 24 items.
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions (Q1042140) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
- An SQP-type method and its application in stochastic programs (Q1411396) (← links)
- Epigraphical nesting: A unifying theory for the convergence of algorithms (Q1893312) (← links)
- Strong convexity in stochastic programs with complete recourse (Q1893959) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration (Q2140361) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)
- Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty (Q5085157) (← links)
- Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization (Q5097017) (← links)
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
- Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming (Q5853721) (← links)
- Distribution-free algorithms for predictive stochastic programming in the presence of streaming data (Q6155066) (← links)
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
- Increasing reliability of price signals in long term energy management problems (Q6175469) (← links)