Bound-based decision rules in multistage stochastic programming
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Publication:3604331
zbMATH Open1154.90558MaRDI QIDQ3604331FDOQ3604331
Berç Rustem, Daniel Kuhn, Panos Parpas
Publication date: 24 February 2009
Full work available at URL: https://eudml.org/doc/33918
Recommendations
- Bounds and approximations for multistage stochastic programs
- Convergent bounds for stochastic programs with expected value constraints
- Primal and dual linear decision rules in stochastic and robust optimization
- Bounds in multistage linear stochastic programming
- Two-stage linear decision rules for multi-stage stochastic programming
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Cited In (4)
- Generalized decision rule approximations for stochastic programming via liftings
- Generating decision rules for flexible capacity expansion problem through gene expression programming
- Convergent bounds for stochastic programs with expected value constraints
- Bounding multi-stage stochastic programs from above
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