Duality and statistical tests of optimality for two stage stochastic programs
From MaRDI portal
Publication:1363429
Recommendations
Cites work
- scientific article; zbMATH DE number 4062822 (Why is no real title available?)
- scientific article; zbMATH DE number 4079161 (Why is no real title available?)
- scientific article; zbMATH DE number 4085419 (Why is no real title available?)
- scientific article; zbMATH DE number 193918 (Why is no real title available?)
- scientific article; zbMATH DE number 3490676 (Why is no real title available?)
- scientific article; zbMATH DE number 3588383 (Why is no real title available?)
- scientific article; zbMATH DE number 824994 (Why is no real title available?)
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- A dual strategy for the implementation of the aggregation principle in decision making under uncertainty
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Aggregation bounds in stochastic linear programming
- Bootstrap methods: another look at the jackknife
- Bounds for Row-Aggregation in Linear Programming
- Bounds on the Effect of Aggregating Variables in Linear Programs
- Convex Analysis
- Finite master programs in regularized stochastic decomposition
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
- On stochastic programming ii: dynamic problems under risk∗
- On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
- Optimization and nonsmooth analysis
- Parallel processors for planning under uncertainty
- Partitioning procedures for solving mixed-variables programming problems
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Statistical verification of optimality conditions for stochastic programs with recourse
- Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
Cited in
(16)- Multistage stochastic convex programs: duality and its implications
- A simulation-based approach to two-stage stochastic programming with recourse
- Assessing solution quality in stochastic programs
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
- Multiplier stabilization applied to two-stage stochastic programs
- Event tree based sampling
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Optimality functions in stochastic programming
- Estimation of optimality gap using stratified sampling
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
- Simulation-Based Optimality Tests for Stochastic Programs
- Predictive stochastic programming
- Variance reduction for sequential sampling in stochastic programming
- The empirical behavior of sampling methods for stochastic programming
This page was built for publication: Duality and statistical tests of optimality for two stage stochastic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1363429)
