Pages that link to "Item:Q4354450"
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The following pages link to Introduction to Stochastic Programming (Q4354450):
Displayed 50 items.
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- Stochastic programming with fuzzy linear partial information on probability distribution (Q704101) (← links)
- The stochastic location-assignment problem on a tree (Q816410) (← links)
- B\&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty (Q817201) (← links)
- Integer-programming software systems (Q817202) (← links)
- Solving planning and design problems in the process industry using mixed integer and global optimization (Q817211) (← links)
- A heuristic procedure for stochastic integer programs with complete recourse (Q819082) (← links)
- A generic stochastic model for supply-and-return network design (Q850288) (← links)
- Stochastic constraint programming: A scenario-based approach (Q850457) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- Stochastic semidefinite programming: a new paradigm for stochastic optimization (Q862822) (← links)
- Heuristic and lower bound for a stochastic location-routing problem (Q864014) (← links)
- An optimization model for the design of a capacitated multi-product reverse logistics network with uncertainty (Q864024) (← links)
- The stochastic location model with risk pooling (Q864042) (← links)
- Integrated chance constraints: reduced forms and an algorithm (Q867427) (← links)
- Automatic formulation of stochastic programs via an algebraic modeling language (Q871689) (← links)
- On a stochastic sequencing and scheduling problem (Q875406) (← links)
- On the enrouting protocol problem under uncertainty (Q877076) (← links)
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Clustering algorithms for scenario tree generation: application to natural hydro inflows (Q877626) (← links)
- A stochastic model for risk management in global supply chain networks (Q879293) (← links)
- Solution to a two-step logistics problem in a quintile statement (Q885773) (← links)
- A pricing mechanism for resource management in grid computing (Q928162) (← links)
- Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (Q929336) (← links)
- A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures (Q933795) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- Numerical solution method for general interval quadratic programming (Q942381) (← links)
- A stochastic receding horizon control approach to constrained index tracking (Q945045) (← links)
- Using the technique of scalarization to solve the multiobjective programming problems with fuzzy coefficients (Q949535) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
- Optimizing profits from hydroelectricity production (Q954052) (← links)
- Finding optimal vaccination strategies under parameter uncertainty using stochastic program\-ming (Q954065) (← links)
- Job scheduling and management of wearing tools with stochastic tool lifetimes (Q955695) (← links)
- Polymatroids and mean-risk minimization in discrete optimization (Q957370) (← links)
- A robust approach to the chance-constrained knapsack problem (Q957372) (← links)
- Dynamic oligopolistic games under uncertainty: A stochastic programming approach (Q959722) (← links)
- Commitment under uncertainty: Two-stage stochastic matching problems (Q959814) (← links)
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization (Q959946) (← links)
- Robust solution of monotone stochastic linear complementarity problems (Q959962) (← links)
- Approximations of Nash equilibria (Q959971) (← links)
- A two-stage stochastic programming model for transportation network protection (Q960408) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Stochastic programming for nurse assignment (Q1001188) (← links)
- On the convergence of stochastic dual dynamic programming and related methods (Q1003494) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty (Q1124728) (← links)