scientific article
From MaRDI portal
Publication:3229784
zbMath0068.13701MaRDI QIDQ3229784
Publication date: 1955
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Configuration balancing for stochastic requests, Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I), A robust BFGS algorithm for unconstrained nonlinear optimization problems, Unnamed Item, Unnamed Item, Two-stage stochastic programming problems involving multi-choice parameters, The value of the stochastic solution in stochastic linear programs with fixed recourse, Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, A two-stage stochastic programming model for scheduling replacements in sow farms, Improved algorithm for mixed-integer quadratic programs and a computational study, Statistical approximations for recourse constrained stochastic programs, Local minimizer of a nonconvex quadratic programming problem, Piecewise static policies for two-stage adjustable robust linear optimization, Chance constraint programming problems with parameters as exponential random variable, A dual-response strategy for global logistics under uncertainty: a case study of a third-party logistics company, SOCRATES: A system for scheduling hydroelectric generation under uncertainty, On the approximability of adjustable robust convex optimization under uncertainty, A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition, Limit laws for empirical optimal solutions in random linear programs, A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level, Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution, On the formulation of stochastic linear programs using algebraic modelling languages, Computing upper and lower bounds in interval decision trees, CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty, A stochastic programming approach to multicriteria portfolio optimization, A cutting plane method from analytic centers for stochastic programming, Approximation algorithms for \(k\)-level stochastic facility location problems, Newton's method for convex programming and Tschebyscheff approximation, A probabilistic programming model for blending aggregates, On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games, Approximation Algorithms for Stochastic and Risk-Averse Optimization, BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs., Computer experiments on quadratic programming algorithms, Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter, The impact of sampling methods on bias and variance in stochastic linear programs, Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms, Simulation-based confidence bounds for two-stage stochastic programs, Multiobjective two-stage stochastic programming problems with interval discrete random variables, Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization, Stochastic network optimization models for investment planning, Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function, Unnamed Item, A recourse certainty equivalent for decisions under uncertainty, A new approach to uncertain parameter linear programming, Simulation-Based Optimality Tests for Stochastic Programs, Numerical experiments with the one-dimensional non-linear simplex search, Efficient solution selection for two-stage stochastic programs, Genetic algorithm based technique for solving chance constrained problems, Two-stage stochastic programming problems involving interval discrete random variables, Interactive fuzzy stochastic two-level linear programming with simple recourse, A survey of decision making and optimization under uncertainty, Solving two-stage stochastic programming problems with level decomposition, Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability, Decision-dependent probabilities in stochastic programs with recourse, Strong convexity in risk-averse stochastic programs with complete recourse, Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry, Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program, Improved bounds in stochastic matching and optimization, A numerically stable dual method for solving strictly convex quadratic programs, Stochastic vs deterministic programming in water management: the value of flexibility, A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures, Interactive multiobjective fuzzy random programming through the level set-based probability model, Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation, Zur Lösung des Kontaktproblems elastischer Körper mit ausgedehnter Kontaktfläche durch quadratische Programmierung, Optimal power control in a wireless network using a model with stochastic link coefficients, On the use of computers in planning under conditions of uncertainty, Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space, Contributions to the theory of stochastic programming, Equivalence of some quadratic programming algorithms, On stochastic programming. I: Static linear programming under risk, Solving a class of stochastic mixed-integer programs with branch and price, Assessing solution quality in stochastic programs, Minimization methods with constraints, Stability and sensitivity-analysis for stochastic programming, Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming, A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming, Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures, Stochastic programming approach to optimization under uncertainty, Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution, Multi-objective optimization in uncertain random environments, Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases, A scenario-based stochastic programming model for the control or dummy wafers downgrading problem, Efficient solution of two-stage stochastic linear programs using interior point methods, Simulation-based approach to estimation of latent variable models, Schumann, a modeling framework for supply chain management under uncertainty, A quadratic programming algorithm using conjugate search directions, Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity, Modeling supplier selection and the use of option contracts for global supply chain design, Parallel processors for planning under uncertainty, A new penalty function algorithm for convex quadratic programming, Stochastic linear programs with restricted recourse, A fast quadratic programming method for solving ill-conditioned systems of equations, Stochastic second-order cone programming in mobile ad hoc networks, A simulation-based approach to two-stage stochastic programming with recourse, Data-driven stochastic optimization for distributional ambiguity with integrated confidence region, Mixed-integer quadratic programming, Stochastic analysis of crude oil procurement and processing under uncertain demand for bunker fuel oil, A stochastic programming model for scheduling maintenance personnel, A method for solving maximum-problems with a nonconcave quadratic objective function, Aggregation bounds in stochastic linear programming, Newton-type methods for stochastic programming., Applications of stochastic programming: Achievements and questions, Multi-stage stochastic linear programs for portfolio optimization, Perturbation analysis of linear programming problems with random parameters, Technical Note—Two-Stage Sample Robust Optimization
