scientific article; zbMATH DE number 3878686

zbMATH Open0551.90070MaRDI QIDQ3343779FDOQ3343779

Authors: Roger J.-B. Wets 

Publication date: 1983

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

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zbMATH Keywords

approximationprobabilistic constraintsrecoursesubdifferentiabilitysecond order methodexpectation functionalsSolution techniques

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

Cited In (83)

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• Newton-type methods for stochastic programming.
• Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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• Newton's method for quadratic stochastic programs with recourse
• A numerical method for two-stage stochastic programs under uncertainty
• Quadratic two-stage stochastic optimization with coherent measures of risk
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• Analysis and comparisons of some solution concepts for stochastic programming problems
• Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
• Solving many linear programs that differ only in the right-hand side
• An approximation scheme for stochastic dynamic optimization problems
• Algorithms for stochastic programs: The case of nonstochastic tenders
• Statistical approximations for recourse constrained stochastic programs
• Integrating operations and marketing decisions using delayed differentiation of products and guaranteed delivery time under stochastic demand
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• Models and exact solutions for a class of stochastic location-routing problems
• Continuous approximation schemes for stochastic programs
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• \(\alpha\)-concave functions and measures and their applications
• Sequential bounding methods for two-stage stochastic programs
• Output analysis for approximated stochastic programs
• Some comments on solving probabilistic constrained stochastic programming problems
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• Stochastic second-order cone programming: applications models
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• An SQP-type method and its application in stochastic programs
• Testing successive regression approximations by large-scale two-stage problems
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• Efficient solution selection for two-stage stochastic programs
• Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
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• Modeling vehicle routing with uncertain demands as a stochastic program: Properties of the corresponding solution
• Approximate nonlinear programming algorithms for solving stochastic programs with recourse
• Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs
• A joint chance-constrained programming model with row dependence
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• Numerical evaluation of approximation methods in stochastic programming
• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• Solving stochastic programming problems by successive regression approximations -- numerical results
• An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
• Optimized Bonferroni approximations of distributionally robust joint chance constraints
• SLP-IOR: An interactive model management system for stochastic linear programs
• A parametric approach to fuzzy linear programming
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• A regularized decomposition method for minimizing a sum of polyhedral functions
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• A polynomial-time solution scheme for quadratic stochastic programs
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• Stochastic equilibrium programming for dynamic oligopolistic markets
• Stochastic decision making using multiplicative AHP
• Solution of a product substitution problem using stochastic programming
• Solving stochastic programming problems via Kalman filter and affine scaling
• Parametric stochastic programming with one chance constraint: gaining insights from response space analysis
• On solving stochastic MADM problems
• Confidence level solutions for stochastic programming
• Asymptotic analysis of stochastic programs

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