Pages that link to "Item:Q445078"

The following pages link to A constraint sampling approach for multi-stage robust optimization (Q445078):

Displaying 16 items.

• Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
• Wait-and-judge scenario optimization (Q681495) (← links)
• Multipolar robust optimization (Q1731824) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
• Robust optimization for lot-sizing problems under yield uncertainty (Q2108119) (← links)
• Risk and complexity in scenario optimization (Q2118077) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Recent advances in robust optimization: an overview (Q2256312) (← links)
• Varying confidence levels for CVaR risk measures and minimax limits (Q2297651) (← links)
• The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
• The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations (Q2342423) (← links)
• Randomized methods for design of uncertain systems: sample complexity and sequential algorithms (Q2342767) (← links)
• Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
• ROC++: Robust Optimization in C++ (Q5060773) (← links)
• Adaptive robust optimization for lot-sizing under yield uncertainty (Q6555138) (← links)