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Publication:4040713
zbMATH Open0658.00020MaRDI QIDQ4040713FDOQ4040713
Author name not available (Why is that?)
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Conference proceedings and collections of articles (00Bxx)
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- 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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