Pages that link to "Item:Q439600"

The following pages link to Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse (Q439600):

Displaying 23 items.

• Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
• On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
• An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
• Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
• Random variables, monotone relations, and convex analysis (Q484142) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• Symbolic computation with monotone operators (Q1653328) (← links)
• On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem (Q1755235) (← links)
• A smoothing algorithm for a new two-stage stochastic model of supply chain based on sample average approximation (Q1992874) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
• Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management (Q2184057) (← links)
• On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse (Q2208959) (← links)
• An almost robust model for minimizing disruption exposures in supply systems (Q2239898) (← links)
• A general test for SSD portfolio efficiency (Q2516639) (← links)
• Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
• Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
• Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
• Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
• Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
• Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
• Stochastic multi-objective optimization: a survey on non-scalarizing methods (Q5963107) (← links)
• The deepest event cuts in risk-averse optimization with application to radiation therapy design (Q6188060) (← links)