scientific article; zbMATH DE number 3115465

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

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