scientific article; zbMATH DE number 3115465

zbMATH Open0068.13701MaRDI QIDQ3229784FDOQ3229784

Authors: E. M. L. Beale 

Publication date: 1955

Title of this publication is not available (Why is that?)

zbMATH Keywords

Mathematical biology, operations research

Cited In (only showing first 100 items - show all)

• Newton-type methods for stochastic programming.
• Mixed-integer quadratic programming
• The value of the stochastic solution in stochastic linear programs with fixed recourse
• Computer experiments on quadratic programming algorithms
• On the approximability of adjustable robust convex optimization under uncertainty
• Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
• Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases
• A new penalty function algorithm for convex quadratic programming
• A quadratic programming algorithm using conjugate search directions
• Simulation-Based Optimality Tests for Stochastic Programs
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
• Statistical approximations for recourse constrained stochastic programs
• Two-stage stochastic programming problems involving multi-choice parameters
• Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability
• A fast quadratic programming method for solving ill-conditioned systems of equations
• A recourse certainty equivalent for decisions under uncertainty
• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 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
• Stochastic network optimization models for investment planning
• The impact of sampling methods on bias and variance in stochastic linear programs
• Solving a class of stochastic mixed-integer programs with branch and price
• A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level
• Stochastic programming approach to optimization under uncertainty
• Parallel processors for planning under uncertainty
• A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures
• Interactive fuzzy stochastic two-level linear programming with simple recourse
• Local minimizer of a nonconvex quadratic programming problem
• A probabilistic programming model for blending aggregates
• A cutting plane method from analytic centers for stochastic programming
• A two-stage stochastic programming model for scheduling replacements in sow farms
• Modeling supplier selection and the use of option contracts for global supply chain design
• Stochastic second-order cone programming in mobile ad hoc networks
• Optimal power control in a wireless network using a model with stochastic link coefficients
• Minimization methods with constraints
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
• 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
• Stability and sensitivity-analysis for stochastic programming
• Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation
• Multi-stage stochastic linear programs for portfolio optimization
• Title not available (Why is that?)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• On the formulation of stochastic linear programs using algebraic modelling languages
• A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming
• Simulation-based confidence bounds for two-stage stochastic programs
• A new approach to uncertain parameter linear programming
• Schumann, a modeling framework for supply chain management under uncertainty
• A numerically stable dual method for solving strictly convex quadratic programs
• A stochastic programming approach to multicriteria portfolio optimization
• Applications of stochastic programming: Achievements and questions
• CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
• Multi-objective optimization in uncertain random environments
• Simulation-based approach to estimation of latent variable models
• Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution
• Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function
• Assessing solution quality in stochastic programs
• Two-stage stochastic programming problems involving interval discrete random variables
• Solving two-stage stochastic programming problems with level decomposition
• A method for solving maximum-problems with a nonconcave quadratic objective function
• SOCRATES: A system for scheduling hydroelectric generation under uncertainty
• Zur Lösung des Kontaktproblems elastischer Körper mit ausgedehnter Kontaktfläche durch quadratische Programmierung
• Efficient solution of two-stage stochastic linear programs using interior point methods
• Approximation algorithms for \(k\)-level stochastic facility location problems
• Equivalence of some quadratic programming algorithms
• Genetic algorithm based technique for solving chance constrained problems
• Aggregation bounds in stochastic linear programming
• Improved algorithm for mixed-integer quadratic programs and a computational study
• Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
• Decision-dependent probabilities in stochastic programs with recourse
• Strong convexity in risk-averse stochastic programs with complete recourse
• A survey of decision making and optimization under uncertainty
• A scenario-based stochastic programming model for the control or dummy wafers downgrading problem
• On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games
• A robust BFGS algorithm for unconstrained nonlinear optimization problems
• Stochastic linear programs with restricted recourse
• Improved bounds in stochastic matching and optimization
• Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
• Approximation Algorithms for Stochastic and Risk-Averse Optimization
• Piecewise static policies for two-stage adjustable robust linear optimization
• Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
• A stochastic programming model for scheduling maintenance personnel
• A dual-response strategy for global logistics under uncertainty: a case study of a third-party logistics company
• Stochastic vs deterministic programming in water management: the value of flexibility
• Technical Note—Two-Stage Sample Robust Optimization
• Title not available (Why is that?)
• Perturbation analysis of linear programming problems with random parameters
• Efficient solution selection for two-stage stochastic programs
• Limit laws for empirical optimal solutions in random linear programs
• Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity
• Configuration balancing for stochastic requests
• Proper Efficiency and Tradeoffs in Multiple Criteria and Stochastic Optimization
• Numerical experiments with the one-dimensional non-linear simplex search
• Multiobjective two-stage stochastic programming problems with interval discrete random variables
• Chance constraint programming problems with parameters as exponential random variable
• Data-driven stochastic optimization for distributional ambiguity with integrated confidence region

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