Finite master programs in regularized stochastic decomposition
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- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A Linearization Method for Nonsmooth Stochastic Programming Problems
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Cited in
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- scientific article; zbMATH DE number 775096 (Why is no real title available?)
- Regularized decomposition of high-dimensional multistage stochastic programs with Markov uncertainty
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction
- Divide to conquer: decomposition methods for energy optimization
- Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
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- Predictive stochastic programming
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- Stochastic decomposition and extensions
- Strong convexity in stochastic programs with complete recourse
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