The following pages link to (Q5494167):
Displayed 25 items.
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- Confidence level solutions for stochastic programming (Q2440765) (← links)
- Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
- On the information-based complexity of stochastic programming (Q2450744) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Stochastic programming with equilibrium constraints (Q2499380) (← links)
- Robust Shift Scheduling in Call Centers (Q3195343) (← links)
- Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization (Q3450464) (← links)
- Strategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programming (Q3553741) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604331) (← links)