Parallel processors for planning under uncertainty
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Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Distributed algorithms (68W15) Hierarchical systems (93A13) Discrete-time control/observation systems (93C55)
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Cited in
(45)- scientific article; zbMATH DE number 6160116 (Why is no real title available?)
- Statistical approximations for recourse constrained stochastic programs
- Chance-constrained problems and rare events: an importance sampling approach
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- Stochastic programming for funding mortgage pools
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- An integrated evaluation of facility location, capacity aquisition, and technology selection for designing global manufacturing strategies
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Cut sharing for multistage stochastic linear programs with interstage dependency
- A primal-dual approach to inexact subgradient methods
- Solving multistage stochastic network programs on massively prallel computers
- Models and model value in stochastic programming
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- Simulation-based confidence bounds for two-stage stochastic programs
- Stability and sensitivity-analysis for stochastic programming
- Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
- Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint
- Event tree based sampling
- Sequential bounding methods for two-stage stochastic programs
- Multistage stochastic programming: Error analysis for the convex case
- Importance sampling in stochastic programming: a Markov chain Monte Carlo approach
- Planning with Concurrency under Resources and Time Uncertainty
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- Duality and statistical tests of optimality for two stage stochastic programs
- Intelligent control and optimization under uncertainty with application to hydro power
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice
- Simulation-Based Optimality Tests for Stochastic Programs
- Sequential importance sampling algorithms for dynamic stochastic programming
- A simple recourse model for power dispatch under uncertain demand
- Variance reduction for sequential sampling in stochastic programming
- On solving stochastic production planning problems via scenario modelling
- Systems simulation analysis and optimization of insurance business
- Second-order scenario approximation and refinement in optimization under uncertainty
- Applying the progressive hedging algorithm to stochastic generalized networks
- SLP-IOR: An interactive model management system for stochastic linear programs
- Multi-stage stochastic linear programs for portfolio optimization
- Scenario aggregation for supply chain quantity-flexibility contract
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case
- Barycentric scenario trees in convex multistage stochastic programming
- Strategic financial risk management and operations research
- Asymptotic analysis of stochastic programs
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