Nonlinear stochastic programming-with a case study in continuous switching
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 3308845
- Some non-linear problems of stochastic programming
- Towards implementable nonlinear stochastic programming
- A stochastic approach to general nonlinear programming problems
- scientific article; zbMATH DE number 4089323
- Nonsmooth-optimization methods in problems of stochastic programming
- Nonlinear stochastic programming involving \textit{CVaR} in the objective and constraints
- Nonlinear stochastic programming by Monte-Carlo estimators
- Non-parametric approach to stochastic linear programming
Cites work
- scientific article; zbMATH DE number 2152346 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 3052543 (Why is no real title available?)
- Approximations for Probability Distributions and Stochastic Optimization Problems
- Dynamic generation of scenario trees
- Foundations of quantization for probability distributions
- Historical developments in convergence analysis for Newton's and Newton-like methods
- Investment in electricity networks with transmission switching
- Krylov solvers for linear algebraic systems.
- Lectures on Stochastic Programming
- Linear programming under uncertainty
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Modeling, measuring and managing risk
- Multistage stochastic optimization
- Nonlinear optimization.
- On Newton-like methods
- On distortion functionals
- Premiums and reserves, adjusted by distortions
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Robust Stochastic Approximation Approach to Stochastic Programming
- Some Convergence Properties of Broyden’s Method
- The natural Banach space for version independent risk measures
- Updating Quasi-Newton Matrices with Limited Storage
Cited in
(3)- Interval differential evolution with dimension-reduction interval analysis method for uncertain optimization problems
- A data mining transmission switching heuristic for post-contingency AC power flow violation reduction in real-world, large-scale systems
- Correlation propagation for uncertainty analysis of structures based on a non-probabilistic ellipsoidal model
This page was built for publication: Nonlinear stochastic programming-with a case study in continuous switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q322923)
