Pages that link to "Item:Q2892332"
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The following pages link to Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (Q2892332):
Displaying 5 items.
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities (Q4995106) (← links)
- Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
- Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach (Q6622759) (← links)
