Stochastic decomposition. A statistical method for large scale stochastic linear programming
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Publication:2564096
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Cited in
(only showing first 100 items - show all)- On stochastic dynamic programming for solving large-scale planning problems under uncertainty
- Enhancements of two-stage stochastic decomposition
- A stochastic gradient type algorithm for closed-loop problems
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Statistical verification of optimality conditions for stochastic programs with recourse
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Some advances in decomposition methods for stochastic linear programming
- Statistical approximations for stochastic linear programming problems
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- Finite master programs in regularized stochastic decomposition
- Decomposition methods in stochastic programming
- Distributed decision making----a unified approach.
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- Nonsmooth-optimization methods in problems of stochastic programming
- Applications of stochastic programming: Achievements and questions
- Two-stage non-cooperative games with risk-averse players
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- Shape constraints in economics and operations research
- A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- Schumann, a modeling framework for supply chain management under uncertainty
- Short-term robustness of production management systems: A case study.
- Efficient decomposition and linearization methods for the stochastic transportation problem
- A cutting plane method from analytic centers for stochastic programming
- Mathematical programming formulations for approximate simulation of multistage production systems
- The stochastic interdiction median problem with disruption intensity levels
- Simulation-based confidence bounds for two-stage stochastic programs
- Online stochastic optimization under time constraints
- A stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic scheduling
- Predictive stochastic programming
- Stochastic optimization in supply chain networks: averaging robust solutions
- Variance reduction for sequential sampling in stochastic programming
- A stochastic planning framework for the discovery of complementary, agricultural systems
- On sample size control in sample average approximations for solving smooth stochastic programs
- A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
- Confidence level solutions for stochastic programming
- Genetic algorithm based technique for solving chance constrained problems
- Solving two-stage stochastic programming problems with level decomposition
- Assessing solution quality in stochastic programs
- Two-stage stochastic problems with correlated normal variables: computational experiences
- A management system for decompositions in stochastic programming
- Multistage stochastic convex programs: duality and its implications
- Some insights into the solution algorithms for SLP problems
- The empirical behavior of sampling methods for stochastic programming
- A splitting method for stochastic programs
- A stochastic improvement method for stochastic programming
- Sequential importance sampling algorithms for dynamic stochastic programming
- A primal-dual decomposition algorithm for multistage stochastic convex programming
- Augmented simulation methods for discrete stochastic optimization with recourse
- SMART: A stochastic multiscale model for the analysis of energy resources, technology, and policy
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- Futures market trading for electricity producers and retailers
- Simulation-Based Optimality Tests for Stochastic Programs
- Stochastic decomposition and extensions
- Mean value cross decomposition for two-stage stochastic linear programming with recourse
- Perspectives of approximate dynamic programming
- The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
- An Enterprise Risk Management Model for Supply Chains
- scientific article; zbMATH DE number 3912112 (Why is no real title available?)
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- scientific article; zbMATH DE number 4020854 (Why is no real title available?)
- scientific article; zbMATH DE number 4108484 (Why is no real title available?)
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- scientific article; zbMATH DE number 176392 (Why is no real title available?)
- A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model
- Cost/risk balanced management of scarce resources using stochastic programming
- scientific article; zbMATH DE number 1241478 (Why is no real title available?)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
- Conditional Stochastic Decomposition: An Algorithmic Interface for Optimization and Simulation
- scientific article; zbMATH DE number 679873 (Why is no real title available?)
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- On the role of bounds in stochastic linear programming
- Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
- scientific article; zbMATH DE number 775096 (Why is no real title available?)
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
- Robust optimization with ambiguous stochastic constraints under mean and dispersion information
- Mathematical programming models for joint simulation-optimization applied to closed queueing networks
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
- General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
- Stochastic decomposition method for two-stage distributionally robust linear optimization
- Inexact cuts in stochastic dual dynamic programming applied to multistage stochastic nondifferentiable problems
- Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
- Optimizing strategic planning in median systems subject to uncertain disruption and gradual recovery
- Overlapping batches for the assessment of solution quality in stochastic programs
- Asymptotic results of stochastic decomposition for two-stage stochastic quadratic programming
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
- A multiple-depot, multiple-vehicle, location-routing problem with stochastically processed demands
- Testing successive regression approximations by large-scale two-stage problems
- A single cut proximal bundle method for stochastic convex composite optimization
- Stochastic decomposition for risk-averse two-stage stochastic linear programs
- Active set-based inexact proximal bundle algorithm for stochastic quadratic programming
- A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
- Optimality functions in stochastic programming
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
- Computational study of decomposition algorithms for mean-risk stochastic linear programs
- Approximations of Nash equilibria
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