Pages that link to "Item:Q647394"
From MaRDI portal
The following pages link to Primal and dual linear decision rules in stochastic and robust optimization (Q647394):
Displayed 12 items.
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
- Robust international portfolio management (Q373171) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- On the power and limitations of affine policies in two-stage adaptive optimization (Q715068) (← links)
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective (Q747776) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (Q3450464) (← links)
- <i>K</i>-Adaptability in Two-Stage Robust Binary Programming (Q3465590) (← links)