On complexity of stochastic programming problems
From MaRDI portal
Recommendations
- Computational complexity of stochastic programming: Monte Carlo sampling approach
- Stochastic programming approach to optimization under uncertainty
- Computational complexity of stochastic programming problems
- On the information-based complexity of stochastic programming
- On complexity of multistage stochastic programs
Cited in
(only showing first 100 items - show all)- Stochastic programming with equilibrium constraints
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- scientific article; zbMATH DE number 7733446 (Why is no real title available?)
- Frameworks and results in distributionally robust optimization
- Confidence level solutions for stochastic programming
- Computational complexity of stochastic programming problems
- A stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic scheduling
- Optimal order strategy in uncertain demands with free shipping option
- Decision rule bounds for two-stage stochastic bilevel programs
- On feasibility of sample average approximation solutions
- The computational complexity of stochastic optimization
- Bound-based decision rules in multistage stochastic programming
- scientific article; zbMATH DE number 4051350 (Why is no real title available?)
- scientific article; zbMATH DE number 434546 (Why is no real title available?)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- On the approximability of adjustable robust convex optimization under uncertainty
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
- A distributionally robust optimization approach for two-stage facility location problems
- An optimal method for stochastic composite optimization
- Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
- Robust strategic bidding in auction-based markets
- A new dual-based cutting plane algorithm for nonlinear adjustable robust optimization
- Analysis of stochastic dual dynamic programming method
- Robust Shift Scheduling in Call Centers
- Partially adaptive multistage stochastic programming
- Sampling methods for multi-stage robust optimization problems
- Optimization models for the installation planning of offshore wind farms
- Reducing Conservatism in Robust Optimization
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- Solving multistage asset investment problems by the sample average approximation method
- Modeling time-dependent randomness in stochastic dual dynamic programming
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- On the information-based complexity of stochastic programming
- Sampling-based approximation schemes for capacitated stochastic inventory control models
- A network sensor location problem for link flow observability and estimation
- Entropic value-at-risk: a new coherent risk measure
- Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
- Understanding generalization error of SGD in nonconvex optimization
- Constant depth decision rules for multistage optimization under uncertainty
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
- Disaster relief supply chain network planning under uncertainty
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Challenges in stochastic programming
- Complexity of stochastic dual dynamic programming
- Computations in stochastic programming
- Approximation algorithms for a class of stochastic selection problems with reward and cost considerations
- Generalized decision rule approximations for stochastic programming via liftings
- Dynamic stochastic approximation for multi-stage stochastic optimization
- Galerkin methods in dynamic stochastic programming
- Strategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programming
- On the safe side of stochastic programming: bounds and approximations
- Validation analysis of mirror descent stochastic approximation method
- Computational complexity of stochastic programming: Monte Carlo sampling approach
- Stochastic programming approach to optimization under uncertainty
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
- Piecewise static policies for two-stage adjustable robust linear optimization
- Periodical multistage stochastic programs
- scientific article; zbMATH DE number 7370566 (Why is no real title available?)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
- Thin and heavy tails in stochastic programming
- Robust capacity planning for project management
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- A comment on ``Computational complexity of stochastic programming problems
- On the computational complexity and generalization properties of multi-stage and stage-wise coupled scenario programs
- Harvest planning under uncertainty for ocean-based salmon aquaculture
- The two-echelon stochastic multi-period capacitated location-routing problem
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- Exact Quantization of Multistage Stochastic Linear Problems
- Surgical scheduling by fuzzy model considering inpatient beds shortage under uncertain surgery durations
- Step decision rules for multistage stochastic programming: a heuristic approach
- Block mirror stochastic gradient method for stochastic optimization
- Aggregation and discretization in multistage stochastic programming
- Multivariate Chebyshev Inequality With Estimated Mean and Variance
- The empirical behavior of sampling methods for stochastic programming
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Stochastic approximation versus sample average approximation for Wasserstein barycenters
- Sample complexity of sample average approximation for conditional stochastic optimization
- Stochastic Saddle Point Problems with Decision-Dependent Distributions
- A note on sample complexity of multistage stochastic programs
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- Design of near optimal decision rules in multistage adaptive mixed-integer optimization
- Two-stage linear decision rules for multi-stage stochastic programming
- Distributionally robust optimization using optimal transport for Gaussian mixture models
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
- Worst-case distribution analysis of stochastic programs
- Applications of stochastic programming: Achievements and questions
- Primal and dual linear decision rules in stochastic and robust optimization
- Introduction to convex optimization in financial markets
- Some large deviations results for Latin hypercube sampling
- On the relation between complexity and uncertainty
- Sequential convex programming for non-linear stochastic optimal control
- Simulation-based approach to estimation of latent variable models
This page was built for publication: On complexity of stochastic programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5494167)
