A comment on ``Computational complexity of stochastic programming problems
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A comment on ``Computational complexity of stochastic programming problems''
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Cites work
- A Primer on Statistical Distributions
- Computational complexity of stochastic programming problems
- Counting linear extensions
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 610968 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- Introduction to Stochastic Programming
- On inverses of Vandermonde and confluent Vandermonde matrices
- On the Complexity of Computing the Volume of a Polyhedron
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(33)- Piecewise static policies for two-stage adjustable robust linear optimization
- Itinerary planning with time budget for risk-averse travelers
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Building disaster preparedness and response capacity in humanitarian supply chains using the social vulnerability index
- A stochastic primal-dual method for optimization with conditional value at risk constraints
- Two-stage linear decision rules for multi-stage stochastic programming
- A stability result for linear Markovian stochastic optimization problems
- Correction to: ``Complexity of stochastic dual dynamic programming
- The stochastic bilevel continuous knapsack problem with uncertain follower's objective
- Stochastic joint homecare service and capacity planning with nested decomposition approaches
- Maximizing the expected net present value in a project with uncertain cash flows
- Computational complexity of stochastic programming problems
- On the scenario-tree optimal-value error for stochastic programming problems
- Decision rule bounds for two-stage stochastic bilevel programs
- Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
- A unified framework for multistage mixed integer linear optimization
- Distributionally robust optimization with infinitely constrained ambiguity sets
- The distributionally robust chance-constrained vehicle routing problem
- Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
- Regularization via mass transportation
- Semi-discrete optimal transport: hardness, regularization and numerical solution
- scientific article; zbMATH DE number 7733446 (Why is no real title available?)
- Discrete Optimal Transport with Independent Marginals is #P-Hard
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction
- Exact Quantization of Multistage Stochastic Linear Problems
- Discrete approximation and convergence analysis for a class of decision-dependent two-stage stochastic linear programs
- Distributionally robust optimization
- Stochastic dual dynamic programming for optimal power flow problems under uncertainty
- Erratum to: ``Computational complexity of stochastic programming problems
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