The following pages link to (Q4858094):
Displayed 50 items.
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
- R\&D pipeline management: task interdependencies and risk management (Q420877) (← links)
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming (Q992591) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- A chance constrained approach to fractional programming with random numerator (Q1043364) (← links)
- A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling (Q1043366) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Stochastic linear programs with restricted recourse (Q1278949) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Nonsmooth-optimization methods in problems of stochastic programming (Q1580189) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- Probabilistic linear programming problems with exponential random variables: a technical note (Q1806871) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling (Q1918429) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Solving probabilistic programming problems involving multi-choice parameters (Q1929496) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- Short-term manpower planning for MRT carriage maintenance under mixed deterministic and stochastic demands (Q2430593) (← links)
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Probabilistic linearly constrained programming problems with lognormal random variables. (Q2476418) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty (Q2515038) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Chance constrained programming with some non-normal continuous random variables (Q2656565) (← links)
- Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing (Q2830758) (← links)
- Addressing supply-side risk in uncertain power markets: stochastic Nash models, scalable algorithms and error analysis (Q2867427) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- A fast method for a class of one-stage bounded variables and single constrained linear programming problems (Q3511485) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- Computation of a multi-objective production planning model with probabilistic constraints (Q3603595) (← links)
- (Q3604331) (← links)
- SISP: Simplified interface for stochastic programming (Q4709732) (← links)
- (Q4934192) (← links)
- Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables (Q5291781) (← links)