Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty
From MaRDI portal
Recommendations
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- Augmented simulation methods for discrete stochastic optimization with recourse
- A simulation-based approach to two-stage stochastic programming with recourse
- Decision-dependent probabilities in stochastic programs with recourse
- scientific article; zbMATH DE number 4081302
Cited in
(9)- Decision making under uncertain and dependent system rates in service systems
- A risk-averse newsvendor model under stochastic market price
- Decision programming for mixed-integer multi-stage optimization under uncertainty
- Augmented probability simulation methods for sequential games
- Augmented simulation methods for discrete stochastic optimization with recourse
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
- Perspectives on optimizing transport systems with supply-dependent demand
- Data-driven models for optimizing second-hand ship trading strategies under contextual information
This page was built for publication: Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632996)
