Challenges in stochastic programming
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Publication:1363423
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- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
- Approximations to Stochastic Programs with Complete Recourse
- Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
- Asymptotic Behavior of Optimal Solutions in Stochastic Programming
- Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
- Asymptotic analysis of stochastic programs
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Bounds for Two-Stage Stochastic Programs with Fixed Recourse
- Convergence of stochastic processes
- Deterministic and stochastic optimization problems of bolza type in discrete time
- Epi‐consistency of convex stochastic programs
- Generalized Delta Theorems for Multivalued Mappings and Measurable Selections
- Lipschitz Stability for Stochastic Programs with Complete Recourse
- On the Probability Distribution of the Optimum of a Random Linear Program
- On the convex hull of the simple integer recourse objective function
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- Quantitative stability in stochastic programming
- Quantitative stability of variational systems. III: \(\varepsilon\)- approximate solutions
- Sensors and Information in Optimization Under Stochastic Uncertainty
- Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions
- Stability analysis for stochastic programs
- Stability and sensitivity-analysis for stochastic programming
- Stochastic Optimization Models for Lake Eutrophication Management
- Stochastic programming in water management: A case study and a comparison of solution techniques
- Stochastic programs with recourse: An upper bound and the related moment problem
- Stochastic two-stage programming
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- The Minimization of Semicontinuous Functions: Mollifier Subgradients
- The shadow price of information in continuous time decision problems
Cited in
(11)- Estimated stochastic programs with chance constraints
- A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems
- Interactive fuzzy programming based on fractile criterion optimization model for two-level stochastic linear programming problems
- A numerical method for two-stage stochastic programs under uncertainty
- Decomposition methods in stochastic programming
- Lipschitz selections and stability for quasiconvex programs.
- Uncertainty and value of information when allocating resources within and between healthcare programmes
- Limited recourse in two-stage stochastic linear programs
- A system approach to management of catastrophic risks.
- Interactive fuzzy random two-level linear programming through fractile criterion optimization
- An interactive fuzzy satisficing method based on variance minimization under expectation constraints for multiobjective stochastic linear programming problems
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