Publication:3585658
From MaRDI portal
zbMath1201.90145MaRDI QIDQ3585658
Pavel Popela, Eva Žampachová, Michal Mrázek
Publication date: 20 August 2010
Full work available at URL: https://eudml.org/doc/196686
stochastic programming; Monte Carlo methods; multi-objective programming; progressive hedging algorithm; optimum engineering design
65C05: Monte Carlo methods
90C29: Multi-objective and goal programming
90C15: Stochastic programming
49M27: Decomposition methods
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
- Introduction to Shape Optimization