Pages that link to "Item:Q3643498"
From MaRDI portal
The following pages link to Lectures on Stochastic Programming (Q3643498):
Displayed 50 items.
- Robust linear semi-infinite programming duality under uncertainty (Q353146) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality (Q430139) (← links)
- Sample average approximation of stochastic dominance constrained programs (Q431031) (← links)
- Lagrange multiplier characterizations of robust best approximations under constraint data uncertainty (Q432370) (← links)
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem (Q435735) (← links)
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600) (← links)
- Mixed integer linear programming formulations for probabilistic constraints (Q439901) (← links)
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality (Q535064) (← links)
- Easy distributions for combinatorial optimization problems with probabilistic constraints (Q614036) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Robust conjugate duality for convex optimization under uncertainty with application to data classification (Q631700) (← links)
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation (Q632231) (← links)
- A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints (Q645379) (← links)
- Robust duality for generalized convex programming problems under data uncertainty (Q654075) (← links)
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs (Q662860) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Carrots, sticks and fog during insurgencies (Q1758183) (← links)
- A look at the past and present of optimization - an editorial (Q1926685) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Robust risk management (Q1926976) (← links)
- Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand (Q1926991) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions (Q1930995) (← links)
- Augmented Lagrangian method for probabilistic optimization (Q1931647) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- Some equilibrium problems under uncertainty and random variational inequalities (Q1931665) (← links)
- Decision making and optimization in changeable spaces, a new paradigm (Q1935271) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty (Q1941033) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Regularization methods for optimization problems with probabilistic constraints (Q1949268) (← links)
- A dynamic programming approach to adjustable robust optimization (Q2275569) (← links)
- A multi-product risk-averse newsvendor with exponential utility function (Q2275627) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
- Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
- Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands (Q2430593) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty (Q2840676) (← links)
- Dynamical Gene-Environment Networks Under Ellipsoidal Uncertainty: Set-Theoretic Regression Analysis Based on Ellipsoidal OR (Q2908451) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)