Introduction to stochastic programming.
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- Distributionally robust optimization with infinitely constrained ambiguity sets
- Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
- Towards a stochastic programming modeling framework for districting
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Bound-based decision rules in multistage stochastic programming
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem
- A bi-level stochastic optimization model for reliable supply chain in competitive environments: hybridizing exact method and genetic algorithm
- Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Two-stage stochastic standard quadratic optimization
- Optimal decision making under uncertainty with classical stochastic programming
- A robust approach to warped Gaussian process-constrained optimization
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Using stochastic programming to train neural network approximation of nonlinear MPC laws
- A novel multi-stage possibilistic stochastic programming approach (with an application in relief distribution planning)
- Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information
- State-Variable Modeling for a Class of Two-Stage Stochastic Optimization Problems
- Data-driven robust resource allocation with monotonic cost functions
- Measuring risk for income streams
- Sharing in construction projects -- on determining optimal container assignments for the on-site accommodation of trades
- Branch-cut-and-price for the robust capacitated vehicle routing problem with knapsack uncertainty
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming
- Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems
- Minimum costs paths in intermodal transportation networks with stochastic travel times and overbookings
- Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
- Understanding the role of technological complexity in sustainability transitions using stochastic, bi-level optimization
- Lifting of probabilistic cover inequalities
- From estimation to optimization via shrinkage
- A discussion of modeling and development of material handling systems: a new approach and a methodology
- Integrated Backup Rolling Stock Allocation and Timetable Rescheduling with Uncertain Time-Variant Passenger Demand Under Disruptive Events
- On the computation of robust examination timetables: methods and experimental results
- Analysis of models for the stochastic outpatient procedure scheduling problem
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- The design of robust value-creating supply chain networks
- Robust vehicle routing under uncertainty via branch-price-and-cut
- Robust sample average approximation
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets
- Measuring and optimizing system reliability: a stochastic programming approach
- Effective scenarios in multistage distributionally robust optimization with a focus on total variation distance
- Optimization techniques for tree-structured nonlinear problems
- Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Submodularity in Conic Quadratic Mixed 0–1 Optimization
- Robust efficiency and well-posedness in uncertain vector optimization problems
- Strong convexity in risk-averse stochastic programs with complete recourse
- Prescriptive analytics for human resource planning in the professional services industry
- Supply chain network equilibrium with strategic financial hedging using futures
- Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: a case study
- Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
- Rolling horizon strategies for a dynamic and stochastic ridesharing problem with rematches
- Distributionally robust optimization
- Optimization problems governed by systems of PDEs with uncertainties
- Two-stage robust optimization approach to elective surgery and downstream capacity planning
- Approximation guarantees for min-max-min robust optimization and \(k\)-adaptability under objective uncertainty
- Robust optimization approaches for purchase planning with supplier selection under lead time uncertainty
- A perfect information lower bound for robust lot-sizing problems
- Distribution network deployment for omnichannel retailing
- Shape constraints in economics and operations research
- The stochastic conjugate subgradient algorithm for kernel support vector machines
- Stability and approximation of stochastical optimisation problems
- Stochastic short-term hydropower planning with inflow scenario trees
- Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
- Robust satisficing model with Sinkhorn distance
- A deep reinforcement learning framework for solving two-stage stochastic programs
- A modeling framework and local search solution methodology for a production-distribution problem with supplier selection and time-aggregated quantity discounts
- Stochastic mixed-integer programming for a spare parts inventory management problem
- An L-shaped method with strengthened lift-and-project cuts
- Distributionally robust optimization with moment ambiguity sets
- Dynamic reverse supply chain network design under uncertainty: mathematical modeling and solution algorithm
- Fleet \& tail assignment under uncertainty
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- Advances in the parallelization of the simplex method
- A stochastic programming approach to the antibiotics time machine problem
- Benchmarking problems for robust discrete optimization
- A dry port hub-and-spoke network design: an optimization model, solution method, and application
- Data-driven optimization for seismic-resilient power network planning
- A multi-period vaccines supply chain network design with capacity expansion and different replenishment cycles under uncertain demand
- A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
- Optimizing emergency supply pre-positioning for disaster relief: a two-stage distributionally robust approach
- Decomposition algorithms for the robust unidirectional quay crane scheduling problems
- Multistage adaptive distributionally robust optimization for the medical supplies distribution problem with uncertain demand in humanitarian aid
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice
- A stochastic programming approach for the operational fleet composition problem
- scientific article; zbMATH DE number 4089327 (Why is no real title available?)
- A mean-risk mixed integer nonlinear program for transportation network protection
- New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018
- Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables
- Generic consistency for approximate stochastic programming and statistical problems
- On the scenario-tree optimal-value error for stochastic programming problems
- Duality and sensitivity analysis of multistage linear stochastic programs
- Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
- A distributionally robust optimisation with joint chance constraints approach for location-routing problem in urban search and rescue operations
- Bidding in day-ahead electricity markets: a dynamic programming framework
- A survey of adjustable robust optimization
- A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk
- Risk management for forestry planning under uncertainty in demand and prices
This page was built for publication: Introduction to stochastic programming.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3008815)
