Pages that link to "Item:Q647394"
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The following pages link to Primal and dual linear decision rules in stochastic and robust optimization (Q647394):
Displaying 50 items.
- The impact of the existence of multiple adjustable robust solutions (Q344967) (← links)
- 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)
- Robust optimization of schedules affected by uncertain events (Q504821) (← links)
- Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
- On the power and limitations of affine policies in two-stage adaptive optimization (Q715068) (← links)
- Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
- On the performance of affine policies for two-stage adaptive optimization: a geometric perspective (Q747776) (← links)
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Conditions under which adjustability lowers the cost of a robust linear program (Q1730447) (← links)
- A perfect information lower bound for robust lot-sizing problems (Q1730584) (← links)
- Multipolar robust optimization (Q1731824) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
- A successive linear programming algorithm with non-linear time series for the reservoir management problem (Q1789638) (← 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)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
- Oracle-based algorithms for binary two-stage robust optimization (Q2023665) (← links)
- Generalized Farkas lemma with adjustable variables and two-stage robust linear programs (Q2025291) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
- Energy and reserve dispatch with distributionally robust joint chance constraints (Q2060530) (← links)
- Multistage adaptive robust optimization for the hydrothermal scheduling problem (Q2108152) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Robust inventory theory with perishable products (Q2158637) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Stochastic optimization in supply chain networks: averaging robust solutions (Q2182771) (← links)
- A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
- \(K\)-adaptability in two-stage mixed-integer robust optimization (Q2195680) (← links)
- Wasserstein distributionally robust chance-constrained optimization for energy and reserve dispatch: an exact and physically-bounded formulation (Q2239970) (← links)
- Multistage robust mixed-integer optimization under endogenous uncertainty (Q2239983) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Decision support for strategic energy planning: a robust optimization framework (Q2273910) (← links)
- Epiconvergence of relaxed stochastic optimization problems (Q2294379) (← links)
- Differentiability conditions for stochastic hybrid systems with application to the optimal design of microgrids (Q2363577) (← links)
- Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085) (← links)
- Multistage Adaptive Robust Optimization for the Unit Commitment Problem (Q2806056) (← links)
- Duality in Two-Stage Adaptive Linear Optimization: Faster Computation and Stronger Bounds (Q2830953) (← links)
- Multistage Adjustable Robust Mixed-Integer Optimization via Iterative Splitting of the Uncertainty Set (Q2830957) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (Q3450464) (← links)
