A statistical generalized programming algorithm for stochastic optimization problems
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3936934 (Why is no real title available?)
- scientific article; zbMATH DE number 4089323 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
- scientific article; zbMATH DE number 3497598 (Why is no real title available?)
- Analysis of mathematical programming problems prior to applying the simplex algorithm
- Contributions to the theory of stochastic programming
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Programming Under Uncertainty: The Equivalent Convex Program
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic Optimization Problems with Incomplete Information on Distribution Functions
Cited in
(7)- On-line portfolio selection using stochastic programming
- Modelling and analysis of multistage stochastic programming problems: A software environment
- A stochastic optimization approach for robot scheduling
- Generalized Dynamic Programming for Stochastic Combinatorial Optimization
- Sample-path optimization of convex stochastic performance functions
- scientific article; zbMATH DE number 3936934 (Why is no real title available?)
- scientific article; zbMATH DE number 2190123 (Why is no real title available?)
This page was built for publication: A statistical generalized programming algorithm for stochastic optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1904722)
