The following pages link to (Q4302591):
Displayed 8 items.
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) (← links)
- The approximation of separable stochastic programs (Q1893960) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- (Q3604331) (← links)