Bound-based decision rules in multistage stochastic programming
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Publication:3604331
zbMATH Open1154.90558MaRDI QIDQ3604331FDOQ3604331
Authors: Daniel Kuhn, Panos Parpas, Berç Rustem 
Publication date: 24 February 2009
Full work available at URL: https://eudml.org/doc/33918
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Cited In (17)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies
- Lagrangian dual decision rules for multistage stochastic mixed-integer programming
- Barycentric bounds in stochastic programming: theory and application
- A scalable bounding method for multistage stochastic programs
- Guaranteed bounds for general nondiscrete multistage risk-averse stochastic optimization programs
- Constant depth decision rules for multistage optimization under uncertainty
- Joint dynamic probabilistic constraints with projected linear decision rules
- Generalized decision rule approximations for stochastic programming via liftings
- Bounds in multi-horizon stochastic programs
- Monotonic bounds in multistage mixed-integer stochastic programming
- Generating decision rules for flexible capacity expansion problem through gene expression programming
- Step decision rules for multistage stochastic programming: a heuristic approach
- Convergent bounds for stochastic programs with expected value constraints
- Two-stage linear decision rules for multi-stage stochastic programming
- Bounds and approximations for multistage stochastic programs
- Bounding multi-stage stochastic programs from above
- Decision rule bounds for two-stage stochastic bilevel programs
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