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zbMATH Open0658.00020MaRDI QIDQ4040713FDOQ4040713

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Publication date: 5 June 1993

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Optimization Stochastic optimization Numerical techniques

Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Conference proceedings and collections of articles (00Bxx)

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

A numerical method for two-stage stochastic programs under uncertainty
A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming
Two‐stage stochastic integer programming: a survey
Optimal portfolio selection and dynamic benchmark tracking
SISP: Simplified interface for stochastic programming
Stochastic quasigradient methods for optimization of discrete event systems
Academician V. S. Mikhalevich as a scientist and science organizer (on the occasion of his 70th birthday)
Market clearing and price formation
On the expected optimal value and the optimal expected value
A statistical generalized programming algorithm for stochastic optimization problems
Multistage stochastic programming: Error analysis for the convex case
Modeling Technological Change Under Increasing Returns and Uncertainty
Approximating networks and extended Ritz method for the solution of functional optimization problems
An interval nonlinear program for the planning of waste management systems with economies-of-scale effects -- a case study for the region of Hamilton, Ontario, Canada
Systemic Risk and Security Management
A stochastic optimization approach for robot scheduling
Stochastic semidefinite programming: a new paradigm for stochastic optimization
Cost/risk balanced management of scarce resources using stochastic programming
On nonsmooth and discontinuous problems of stochastic systems optimization
Multi-period portfolio optimization with linear control policies
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
Parallel processors for planning under uncertainty
A stochastic gradient type algorithm for closed-loop problems
Constant rebalanced portfolio optimization under nonlinear transaction costs
The integer \(L\)-shaped method for stochastic integer programs with complete recourse
Non-parametric approach to stochastic linear programming
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
Applying the progressive hedging algorithm to stochastic generalized networks
Strategic financial risk management and operations research
On solving stochastic production planning problems via scenario modelling
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
A simulation-based approach to two-stage stochastic programming with recourse
Stability analysis for stochastic programs
Duality and statistical tests of optimality for two stage stochastic programs
Total allowable catch for managing squat lobster fishery using stochastic nonlinear programming
Stochastic programming with simple integer recourse
Stability and sensitivity-analysis for stochastic programming
Stochastic dual dynamic programming applied to nonconvex hydrothermal models
Multi-stage stochastic linear programs for portfolio optimization
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Systems analysis of coal production and energy-water-food security in China
Modelling stochastic decision systems using dependent-chance programming
The stochastic generalised assignment problem with Bernoulli demands
Pooling, pricing and trading of risks
Mathematical modeling of distributed catastrophic and terrorist risks
A preliminary set of applications leading to stochastic semidefinite programs and chance-constrained semidefinite programs
Estimated stochastic programs with chance constraints
The decomposition principle and algorithms for linear programming
New horizons in sphere-packing theory, part II: Lattice-based derivative-free optimization via global surrogates
Some applied problems from random field theory
A CLASS OF MIX DESIGN PROBLEMS: FORMULATION, SOLUTION METHODS AND APPLICATIONS
Optimization of risk processes
Systems analysis of robust strategic decisions to plan secure food, energy, and water provision based on the stochastic globiom model
Applications of stochastic programming: Achievements and questions
A system approach to management of catastrophic risks.
A stochastic multiple gradient descent algorithm
Convergence of the empirical mean method in statistics and stochastic programming
Nonlinear stochastic programming by Monte-Carlo estimators
Strong convexity in stochastic programs with complete recourse
SOCRATES: A system for scheduling hydroelectric generation under uncertainty
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
Stochastic modelling and optimization for environmental management
New variable-metric algorithms for nondifferentiable optimization problems
Barycentric scenario trees in convex multistage stochastic programming
Differentiation formulas for probability functions: The transformation method
Energy efficiency and risk management in public buildings: strategic model for robust planning
Method of empirical means in stochastic programming problems
A class of on-line portfolio selection algorithms based on linear learning
Stochastic optimization models for risk-based reservoir management
Minimax analysis of stochastic problems
A genetic algorithm for chance constrained programming
Depedent-chance programming: A class of stochastic optimization
Asymptotic analysis of stochastic programs
Almost everywhere convex functions on \(\mathbb R^n\) and weak derivatives
Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming
Mathematical modeling of agricultural crop diversification in Ukraine: scientific approaches and empirical results
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
Global solutions to nonconvex problems by evolution of Hamilton-Jacobi PDEs
A two-stage stochastic optimization model for a gas sale retailer
Convergence conditions for the observed mean method in stochastic programming
The filtering problem for continuous-time linear systems with Markovian switching coefficients
Modelling and analysis of multistage stochastic programming problems: A software environment
Stochastic optimization on Bayesian nets
A risk function for the stochastic modeling of electric capacity expansion
Robust food-energy-water-environmental security management: Stochastic quasigradient procedure for linkage of distributed optimization models under asymmetric information and uncertainty
Applications of stochastic programming under incomplete information
The approximation of separable stochastic programs
Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
Investment evaluation based on the commerical scope. The production of natural gas
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming
Some directions and results of research in mathematical programming and system analysis
Approximate feasible direction method for stochastic programming problems with recourse. linear inequality deterministic constraints
Computation of efficient solutions of discretely distributed stochastic optimization problems
Stochastic Programming Perspective on the Agency Problems Under Uncertainty
Numerical Probabilistic Approach for Optimization Problems
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
A stochastic subspace approach to gradient-free optimization in high dimensions
Guaranteed approximation of Markov chains with applications to multiplexer engineering in ATM networks

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