scientific article; zbMATH DE number 3115465

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scientific article; zbMATH DE number 3272790 (Why is no real title available?)
Efficient solution of two-stage stochastic linear programs using interior point methods
Technical note -- two-stage sample robust optimization
On the use of computers in planning under conditions of uncertainty
Approximation algorithms for \(k\)-level stochastic facility location problems
Equivalence of some quadratic programming algorithms
Genetic algorithm based technique for solving chance constrained problems
On stochastic programming. I: Static linear programming under risk
Aggregation bounds in stochastic linear programming
Improved algorithm for mixed-integer quadratic programs and a computational study
Newton-type methods for stochastic programming.
Stochastic analysis of crude oil procurement and processing under uncertain demand for bunker fuel oil
Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
Mixed-integer quadratic programming
Computer experiments on quadratic programming algorithms
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
The value of the stochastic solution in stochastic linear programs with fixed recourse
On the approximability of adjustable robust convex optimization under uncertainty
Risk-averse two-stage stochastic program with distributional ambiguity
Decision-dependent probabilities in stochastic programs with recourse
Strong convexity in risk-averse stochastic programs with complete recourse
Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases
Distributionally robust optimization
A new penalty function algorithm for convex quadratic programming
Configuration balancing for stochastic requests
A survey of decision making and optimization under uncertainty
A quadratic programming algorithm using conjugate search directions
Simulation-Based Optimality Tests for Stochastic Programs
A scenario-based stochastic programming model for the control or dummy wafers downgrading problem
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
Solving stochastic and bilevel mixed-integer programs via a generalized value function
A robust BFGS algorithm for unconstrained nonlinear optimization problems
Two-stage stochastic programming problems involving multi-choice parameters
Statistical approximations for recourse constrained stochastic programs
Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability
A recourse certainty equivalent for decisions under uncertainty
Stochastic linear programs with restricted recourse
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
A fast quadratic programming method for solving ill-conditioned systems of equations
BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
Stochastic network optimization models for investment planning
Improved bounds in stochastic matching and optimization
The impact of sampling methods on bias and variance in stochastic linear programs
Contributions to the theory of stochastic programming
Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level
Solving a class of stochastic mixed-integer programs with branch and price
Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
Stochastic programming approach to optimization under uncertainty
Parallel processors for planning under uncertainty
Interactive fuzzy stochastic two-level linear programming with simple recourse
A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures
Piecewise static policies for two-stage adjustable robust linear optimization
Local minimizer of a nonconvex quadratic programming problem
A probabilistic programming model for blending aggregates
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
A stochastic programming model for scheduling maintenance personnel
A two-stage stochastic programming model for scheduling replacements in sow farms
A cutting plane method from analytic centers for stochastic programming
Modeling supplier selection and the use of option contracts for global supply chain design
A dual-response strategy for global logistics under uncertainty: a case study of a third-party logistics company
Stochastic second-order cone programming in mobile ad hoc networks
Minimization methods with constraints
Stochastic vs deterministic programming in water management: the value of flexibility
Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
Optimal power control in a wireless network using a model with stochastic link coefficients
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures
Newton's method for convex programming and Tschebyscheff approximation
A simulation-based approach to two-stage stochastic programming with recourse
Interactive multiobjective fuzzy random programming through the level set-based probability model
Computing upper and lower bounds in interval decision trees
Perturbation analysis of linear programming problems with random parameters
Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation
Stability and sensitivity-analysis for stochastic programming
Multi-stage stochastic linear programs for portfolio optimization
Efficient solution selection for two-stage stochastic programs
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
scientific article; zbMATH DE number 7733457 (Why is no real title available?)
Limit laws for empirical optimal solutions in random linear programs
scientific article; zbMATH DE number 958363 (Why is no real title available?)
On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games
A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming
On the formulation of stochastic linear programs using algebraic modelling languages
A new approach to uncertain parameter linear programming
Simulation-based confidence bounds for two-stage stochastic programs
A numerically stable dual method for solving strictly convex quadratic programs
Schumann, a modeling framework for supply chain management under uncertainty
A stochastic programming approach to multicriteria portfolio optimization
Configuration balancing for stochastic requests
Towards distributed two-stage stochastic optimization
Numerical experiments with the one-dimensional non-linear simplex search
Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
Applications of stochastic programming: Achievements and questions
CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
Simulation-based approach to estimation of latent variable models
Multi-objective optimization in uncertain random environments
Multiobjective two-stage stochastic programming problems with interval discrete random variables
Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution
Assessing solution quality in stochastic programs
Two-stage stochastic programming problems involving interval discrete random variables

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