Pages that link to "Item:Q1764248"

The following pages link to Duality gaps in nonconvex stochastic optimization (Q1764248):

Displaying 13 items.

• Decomposition algorithm for large-scale two-stage unit-commitment (Q271986) (← links)
• A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
• Decomposition strategy for the stochastic pooling problem (Q1928271) (← links)
• Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
• The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems (Q2162511) (← links)
• Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
• Towards strong duality in integer programming (Q2501114) (← links)
• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
• Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
• A branch-and-bound method for multistage stochastic integer programs with risk objectives (Q3498593) (← links)
• Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs (Q4995100) (← links)
• Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs (Q5131712) (← links)