Pages that link to "Item:Q312699"

The following pages link to A comment on ``Computational complexity of stochastic programming problems'' (Q312699):

Displaying 27 items.

• Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
• Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
• Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
• Building disaster preparedness and response capacity in humanitarian supply chains using the social vulnerability index (Q2030567) (← links)
• A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
• The stochastic bilevel continuous knapsack problem with uncertain follower's objective (Q2156390) (← links)
• Stochastic joint homecare service and capacity planning with nested decomposition approaches (Q2239861) (← links)
• Maximizing the expected net present value in a project with uncertain cash flows (Q2239980) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
• Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)
• Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077) (← links)
• A Unified Framework for Multistage Mixed Integer Linear Optimization (Q5014640) (← links)
• Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
• The Distributionally Robust Chance-Constrained Vehicle Routing Problem (Q5130504) (← links)
• Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms (Q5130518) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• Regularization via Mass Transportation (Q5214188) (← links)
• Semi-discrete optimal transport: hardness, regularization and numerical solution (Q6038666) (← links)
• Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)
• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
• Exact Quantization of Multistage Stochastic Linear Problems (Q6188513) (← links)
• Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic linear programs (Q6601967) (← links)