On decision rules in stochastic programming
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Cites work
- A note on decision rules for stochastic programs
- Admissible Decision Rules for the E-Model of Chance-Constrained Programming
- Chance Constraints and Normal Deviates
- Chance-constrained programming
- Characterization theorems for stochastic programs
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
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- Lifting projections of convex polyhedra
- On the Objective Function for the Sequential P-Model of Chance-Constrained Programming
- Some Special P-Models in Chance-Constrained Programming
- Stochastic Programs with Recourse
- Transforming Stochastic Dynamic Programming Problems into Nonlinear Programs
Cited in
(31)- On information-augmented chance-constrained programs
- A multicut algorithm for two-stage stochastic linear programs
- Measures as Lagrange multipliers in multistage stochastic programming
- Solving long-term financial planning problems via global optimization
- Piecewise static policies for two-stage adjustable robust linear optimization
- Binary decision rules for multistage adaptive mixed-integer optimization
- Multipolar robust optimization
- International portfolio management with affine policies
- The decision rule approach to optimization under uncertainty: methodology and applications
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization
- Two-stage linear decision rules for multi-stage stochastic programming
- Constant depth decision rules for multistage optimization under uncertainty
- Step decision rules for multistage stochastic programming: a heuristic approach
- Automatic robust convex programming
- Galerkin methods in dynamic stochastic programming
- Bound-based decision rules in multistage stochastic programming
- Stochastic programming in production planning: a case with none-simple recourse
- Piecewise convex programs
- AN APPROACH TO OPTIMIZATION IN RESPONSE SURFACE METHODOLOGY
- Scenario Tree Generation for Multi-stage Stochastic Programs
- Generalized decision rule approximations for stochastic programming via liftings
- Adjustable robust optimization via Fourier-Motzkin elimination
- Primal and dual linear decision rules in stochastic and robust optimization
- Sparse and constrained stochastic predictive control for networked systems
- Facility location with modular capacity under demand uncertainty: an industrial case study
- Sampling methods for multi-stage robust optimization problems
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling
- Score-based discrete decision rules for contextual constrained stochastic programming
- Optimization over state feedback policies for robust control with constraints
- Efficient robust optimization for robust control with constraints
- Stochastic programming methods in the response surface methodology
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