Pages that link to "Item:Q4321308"
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The following pages link to An Extension of the DQA Algorithm to Convex Stochastic Programs (Q4321308):
Displaying 10 items.
- An augmented Lagrangian method for distributed optimization (Q494348) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- An inexact Lagrange-Newton method for stochastic quadratic programs with recourse (Q1764396) (← links)
- On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- Separable approximations and decomposition methods for the augmented Lagrangian (Q2943840) (← links)
- Multistage quadratic stochastic programming (Q5936073) (← links)