Pages that link to "Item:Q751510"
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The following pages link to Parallel processors for planning under uncertainty (Q751510):
Displayed 28 items.
- Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
- Asymptotic analysis of stochastic programs (Q1178439) (← links)
- An integrated evaluation of facility location, capacity aquisition, and technology selection for designing global manufacturing strategies (Q1198290) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint (Q1308878) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← 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)
- Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty (Q1904675) (← links)
- A simple recourse model for power dispatch under uncertain demand (Q1904676) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
- A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
- Event tree based sampling (Q2496018) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- On a distributed implementation of a decomposition method for multistage linear stochastic programs (Q2785399) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)