Pages that link to "Item:Q494331"

The following pages link to Generalized decision rule approximations for stochastic programming via liftings (Q494331):

Displaying 12 items.

• Minimum cardinality non-anticipativity constraint sets for multistage stochastic programming (Q291043) (← links)
• A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• A constraint sampling approach for multi-stage robust optimization (Q445078) (← links)
• Robust optimization of schedules affected by uncertain events (Q504821) (← links)
• Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
• A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
• Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
• Multipolar robust optimization (Q1731824) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
• Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls (Q4971384) (← links)