Lectures on Stochastic Programming
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(only showing first 100 items - show all)- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- Ambiguous joint chance constraints under mean and dispersion information
- Quasidifferentiabilities of the expectation functions of random quasidifferentiable functions
- Learning models with uniform performance via distributionally robust optimization
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Single Observation Adaptive Search for Continuous Simulation Optimization
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- On distributionally robust optimization problems with \(k\)-th order stochastic dominance constraints induced by full random quadratic recourse
- Composite convex optimization with global and local inexact oracles
- Optimization with stochastic preferences based on a general class of scalarization functions
- The natural Banach space for version independent risk measures
- Reverse logistics network design and planning utilizing conditional value at risk
- Robust planning for an open-pit mining problem under ore-grade uncertainty
- Variable sample-size operator extrapolation algorithm for stochastic mixed variational inequalities
- A stochastic disaster relief game theory network model
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- ANOVA decomposition of convex piecewise linear functions
- Adaptive sampling line search for local stochastic optimization with integer variables
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Predicting Tactical Solutions to Operational Planning Problems Under Imperfect Information
- Risk-averse optimization and control. Theory and methods
- Generalized information reuse for optimization under uncertainty with non-sample average estimators
- 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
- Restricted risk measures and robust optimization
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
- Multistage portfolio optimization with multivariate dominance constraints
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Robust unit commitment with \(n-1\) security criteria
- Decision making and optimization in changeable spaces, a new paradigm
- PySP: modeling and solving stochastic programs in Python
- Strong formulations for multistage stochastic self-scheduling unit commitment
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- Risk-averse two-stage stochastic program with distributional ambiguity
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
- Construction of confidence absorbing set for analysis of static stochastic systems
- Randomized progressive hedging methods for multi-stage stochastic programming
- A discussion of probability functions and constraints from a variational perspective
- Robustness in nonsmooth nonconvex optimization problems
- Stochastic optimization models of actuarial mathematics
- Optimization of covered calls under uncertainty
- Coping with shortages caused by disruptive events in automobile supply chains
- Risk trading and endogenous probabilities in investment equilibria
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Minimizing value-at-risk in single-machine scheduling
- Tight tail probability bounds for distribution-free decision making
- A distributionally robust optimization approach for two-stage facility location problems
- Distributionally robust SDDP
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
- Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
- Robust management and pricing of liquefied natural gas contracts with cancelation options
- Stochastic polynomial optimization
- Level bundle methods for constrained convex optimization with various oracles
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Statistics of robust optimization: a generalized empirical likelihood approach
- A risk-averse stochastic approximation of the optimal allocation of active redundancies to coherent systems
- On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
- Convergence analysis on a smoothing approach to joint chance constrained programs
- Sample average approximation of stochastic dominance constrained programs
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
- Spectral projected subgradient method for nonsmooth convex optimization problems
- An exact algorithm for the maximum probabilistic clique problem
- Large-scale unit commitment under uncertainty: an updated literature survey
- Postponed two-pricing and ordering opportunity for selling a single season inventoried product
- Nonparametric shape-restricted regression
- Distribution network deployment for omnichannel retailing
- Computation of weighted sums of rewards for concurrent MDPs
- A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
- Stability and approximation of stochastical optimisation problems
- Robust decision making using a general utility set
- Stochastic sampling for deterministic structural topology optimization with many load cases: density-based and ground structure approaches
- Risk and complexity in scenario optimization
- Asymptotically optimal appointment schedules
- Quadratic two-stage stochastic optimization with coherent measures of risk
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
- Generalized cutting plane method for solving nonlinear stochastic programming problems
- A smooth non-parametric estimation framework for safety-first portfolio optimization
- Risk measures in stochastic programming and robust optimization problems
- Algorithms that satisfy a stopping criterion, probably
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice
- Sample average approximation in a two-stage stochastic linear program with quantile criterion
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
- Simulation-Based Optimality Tests for Stochastic Programs
- New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018
- Duality and sensitivity analysis of multistage linear stochastic programs
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Analysis of stochastic dual dynamic programming method
- Exact converging bounds for stochastic dual dynamic programming via Fenchel duality
- scientific article; zbMATH DE number 5511108 (Why is no real title available?)
- Carrots, sticks and fog during insurgencies
- Risk management for forestry planning under uncertainty in demand and prices
- Worst-Case Expected Shortfall with Univariate and Bivariate Marginals
- Asymptotic Analysis for a Stochastic Second-Order Cone Programming and Applications
- Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem
- Time-consistent, risk-averse dynamic pricing
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
- On the pervasiveness of difference-convexity in optimization and statistics
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
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