Applications of Stochastic Programming
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(76)- On stochastic dynamic programming for solving large-scale planning problems under uncertainty
- Convergent bounds for stochastic programs with expected value constraints
- Scenario reduction for stochastic programs with conditional value-at-risk
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
- A progressive hedging method for the optimization of social engagement and opportunistic IoT problems
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees
- Measuring and maximizing resilience of freight transportation networks
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
- Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
- Dynamic portfolio allocation in goals-based wealth management
- Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis
- Two-stage linear decision rules for multi-stage stochastic programming
- Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration
- Routing problem for unmanned aerial vehicle patrolling missions -- a progressive hedging algorithm
- Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: a case study
- An ADMM algorithm for two-stage stochastic programming problems
- Relating single-scenario facets to the convex hull of the extensive form of a stochastic single-node flow polytope
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- A structure-conveying modelling language for mathematical and stochastic programming
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
- Dynamic dispatching and preventive maintenance for parallel machines with dispatching-dependent deterioration
- Hybrid metaheuristics for stochastic constraint programming
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs
- A dynamic stochastic programming model for international portfolio management
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems
- Assessing solution quality in stochastic programs
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems
- Improving constants of strong convexity in linear stochastic programming
- Robust scenario-based value-at-risk optimization
- Chance constrained problems: penalty reformulation and performance of sample approximation technique
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation
- Simulation-Based Optimality Tests for Stochastic Programs
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
- Supplier selection in the processed food industry under uncertainty
- An embarrassingly parallel method for large-scale stochastic programs
- Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach
- Local stability and differentiability of the mean-conditional value at risk model defined on the mixed-integer loss functions
- Stochastic programming for funding mortgage pools
- Multistage stochastic programs via autoregressive sequences and individual probability constraints
- Scenario Reduction Techniques in Stochastic Programming
- Cost/risk balanced management of scarce resources using stochastic programming
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Asset market games of survival: a synthesis of evolutionary and dynamic games
- A unified framework for multistage mixed integer linear optimization
- Relational linear programming
- Scenario aggregation for supply chain quantity-flexibility contract
- On solving strong multistage nonsymmetric stochastic mixed 0-1 problems
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
- Managing quality, supplier selection, and cold‐storage contracts in agrifood supply chain through stochastic optimization
- Multiperiod transshipment location–allocation problem with flow synchronization under stochastic handling operations
- Two‐stage stochastic minimum s − t cut problems: Formulations, complexity and decomposition algorithms
- scientific article; zbMATH DE number 7733446 (Why is no real title available?)
- Parametric level-set inverse problems with stochastic background estimation
- Short-term electricity procurement: a rolling horizon stochastic programming approach
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- Forestry management under uncertainty
- A solution method for multi-objective fully Fermatean fuzzy transportation problems under stochastic conditions
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- Relaxations for probabilistically constrained stochastic programming problems: review and extensions
- The application of sparse grid quadrature in solving stochastic optimisation problems
- Risk-averse multistage stochastic programs with expected conditional risk measures
- Problem-based scenario generation by decomposing output distributions
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
- Multi-iteration stochastic optimizers
- Online covariance matrix estimation in sketched Newton methods
- Scenario generation for stochastic optimization problems via the sparse grid method
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