Pages that link to "Item:Q995788"
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The following pages link to Stochastic programming approach to optimization under uncertainty (Q995788):
Displaying 41 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- A novel model predictive controller for uncertain constrained systems (Q325838) (← links)
- Robust canonical duality theory for solving nonconvex programming problems under data uncertainty (Q328533) (← links)
- A variational inequality model of the spatial price network problem with uncertain data (Q400027) (← links)
- Bounds in multistage linear stochastic programming (Q467481) (← links)
- Solution approaches for the stochastic capacitated traveling salesmen location problem with recourse (Q493248) (← links)
- Robust conjugate duality for convex optimization under uncertainty with application to data classification (Q631700) (← links)
- Robust duality for generalized convex programming problems under data uncertainty (Q654075) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Stochastic second-order cone programming in mobile ad hoc networks (Q1039371) (← links)
- The design of robust value-creating supply chain networks: a critical review (Q1046092) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay (Q1716465) (← links)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
- The multi-sourcing location inventory problem with stochastic demand (Q1754058) (← links)
- Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty (Q1941033) (← links)
- Global optimality condition for quadratic optimization problems under data uncertainty (Q2045908) (← links)
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function (Q2053413) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (Q2191764) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Designing a two-echelon distribution network under demand uncertainty (Q2272305) (← links)
- Accelerated sample average approximation method for two-stage stochastic programming with binary first-stage variables (Q2284466) (← links)
- \(\varepsilon\)-Constraint method for bi-objective competitive facility location problem with uncertain demand scenario (Q2308185) (← links)
- A robust stochastic casualty collection points location problem (Q2315652) (← links)
- Optimality conditions and duality for arcwise connected interval optimization problems (Q2359242) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- Robust solutions to box-constrained stochastic linear variational inequality problem (Q2410509) (← links)
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
- The design of robust value-creating supply chain networks (Q2454337) (← links)
- Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty (Q2515038) (← links)
- An approach to the distributionally robust shortest path problem (Q2668652) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- The Data-Driven Newsvendor Problem: New Bounds and Insights (Q2797452) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- Semi-intrusive approach for stiffness and strength topology optimization under uncertainty (Q6050400) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)