Monotonic bounds in multistage mixed-integer stochastic programming
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Cites work
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 3288321 (Why is no real title available?)
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- Bounds in multistage linear stochastic programming
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Cited in
(25)- A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania
- A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
- On the safe side of stochastic programming: bounds and approximations
- Generalized bounds for convex multistage stochastic programs.
- Bounds and approximations for multistage stochastic programs
- A scalable bounding method for multistage stochastic programs
- A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach
- Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- On the number of stages in multistage stochastic programs
- Bounding multi-stage stochastic programs from above
- Multi-stage stochastic programming for demand response optimization
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Two-stage stochastic standard quadratic optimization
- An embarrassingly parallel method for large-scale stochastic programs
- Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers
- Optimization-Driven Scenario Grouping
- A hierarchy of bounds for stochastic mixed-integer programs
- A stochastic programming model for a tactical solid waste management problem
- Bounds in multistage linear stochastic programming
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
- Bounds in multi-horizon stochastic programs
- A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment
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