Linear programming under uncertainty
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(only showing first 100 items - show all)- Aggregation bounds in stochastic linear programming
- A two-step stochastic approach for operating rooms scheduling in multi-resource environment
- Multiobjective programming problems involving fuzzy coefficients, random variable coefficients and fuzzy random variable coefficients
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Newton-type methods for stochastic programming.
- Stochastic analysis of crude oil procurement and processing under uncertain demand for bunker fuel oil
- Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
- Flexible solutions to systems of linear inequalities
- A hierarchical supply chain model for the sugar–alcohol energy sector with robust optimization analysis
- Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
- Stochastic programs with recourse: A basic theorem for multistage problems
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- Certainty equivalents and information measures: Duality and extremal principles
- On the approximability of adjustable robust convex optimization under uncertainty
- A crop planning problem with fuzzy random profit coefficients
- Risk-averse two-stage stochastic program with distributional ambiguity
- Online makespan minimization with budgeted uncertainty
- Validation and generalization of DEA and its uses
- Robustness of Farrell cost efficiency measurement under data perturbations: evidence from a US manufacturing application
- An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility
- Decision-dependent probabilities in stochastic programs with recourse
- Strong convexity in risk-averse stochastic programs with complete recourse
- Robustness in stochastic programming models
- Distributionally robust optimization
- Configuration balancing for stochastic requests
- An integer decomposition algorithm for solving a two-stage facility location problem with second-stage activation costs
- A survey of decision making and optimization under uncertainty
- Robust supply chain network design with multi-products for a company in the food sector
- A deep reinforcement learning framework for solving two-stage stochastic programs
- Fuzzy and robust approach for decision-making in disaster situations
- Simulation-Based Optimality Tests for Stochastic Programs
- Solving fuzzy multiproduct aggregate production planning problems based on extension principle
- Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables
- 2-stage robust MILP with continuous recourse variables
- Bounds on the value of information in uncertain decision problems II
- Stochastic programs with recourse: A basic theorem for multistage problems
- Risk-averse multistage stochastic programs with expected conditional risk measures
- Interactive decision making using possibility and necessity measures for a fuzzy random multiobjective 0-1 programming problem
- Tractable stochastic analysis in high dimensions via robust optimization
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- A scenario-based stochastic programming model for the control or dummy wafers downgrading problem
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
- A multiobjective -constraint based approach for the robust master surgical schedule under multiple uncertainties
- Optimizing integrated berth allocation and quay crane assignment: a distributionally robust approach
- Discrete approximation of linear two–stage stochastic programming problem
- Solving stochastic and bilevel mixed-integer programs via a generalized value function
- Enhanced-interval linear programming
- On stochastic linear inequalities
- A robust BFGS algorithm for unconstrained nonlinear optimization problems
- Two-stage stochastic programming problems involving multi-choice parameters
- Statistical approximations for recourse constrained stochastic programs
- Limited recourse in two-stage stochastic linear programs
- Robust optimization applied to uncertain production loading problems with import quota limits under the global supply chain management environment
- Compromise allocation in multivariate stratified surveys with stochastic quadratic cost function
- Stochastic multi-objective optimization: a survey on non-scalarizing methods
- A note on decision rules for stochastic programs
- A two-stage stochastic programming model for transportation network protection
- Solving stochastic transportation network protection problems using the progressive hedging-based method
- A review on ambiguity in stochastic portfolio optimization
- Multipolar robust optimization
- Two-stage non-cooperative games with risk-averse players
- Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability
- A recourse certainty equivalent for decisions under uncertainty
- Uncertain random programming models in the framework of U-S chance theory and their applications
- Modelling and analysis of multistage stochastic programming problems: A software environment
- Stochastic linear programs with restricted recourse
- Stochastic red-blue set covering: a decomposition approach
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- Multi-item order quantity optimization through stochastic goal programing
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- Approximation algorithms for stochastic combinatorial optimization problems
- Stochastic network optimization models for investment planning
- Modeling the Emergency Service Network of Police Special Forces Units for High-Risk Law Enforcement Operations
- An efficient ranking technique for intuitionistic fuzzy numbers with its application in chance constrained bilevel programming
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem
- Improved bounds in stochastic matching and optimization
- Decision rule-based method in solving adjustable robust capacity expansion problem
- A capacitated stochastic linear transshipment problem with prohibited routes
- The impact of sampling methods on bias and variance in stochastic linear programs
- Maximin and maximal solutions for linear programming problems with possibilistic uncertainty
- Copositivity and complete positivity. Abstracts from the workshop held October 29 -- Novermber 4, 2017
- Mean absolute negative deviation measure for portfolio selection problem
- Contributions to the theory of stochastic programming
- Scenario reduction for stochastic programs with conditional value-at-risk
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices
- Development of a stochastic model for the economic dispatch of electric power
- Submodular stochastic probing on matroids
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
- An improvement in possibilistic linear programming approach for imprecise production/transportation planning decisions
- Distributionally robust optimization with polynomial densities: theory, models and algorithms
- A stochastic optimization model for real-time ambulance redeployment
- Stability of linear programming solutions using regression coefficients
- A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level
- George B. Dantzig: a legendary life in mathematical programming
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- Linear programming with online learning
- Solution theorems in probabilistic programming: A linear programming approach
- An acceptance region theory for chance-constrained programming
- Stochastic programming approach to optimization under uncertainty
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