scientific article; zbMATH DE number 1258331

MaRDI QIDQ4229157zbMATH OpenFDO

Authors Jitka Dupačová

Publication date 17 March 1999

Full work available at URL http://www.emis.de/proceedings/3ICAOC/

zbMATH Keywords

generation of scenariospostoptimality and stabilityscenariosstochastic programs with recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

Recommendations

• scientific article; zbMATH DE number 1552226
• Scenario Reduction Techniques in Stochastic Programming
• scientific article; zbMATH DE number 4037608
• Scenario reduction in stochastic programming
• Approximations for Probability Distributions and Stochastic Optimization Problems

Cited in

(13)

• Solving stochastic programming problems via Kalman filter and affine scaling
• Second-order scenario approximation and refinement in optimization under uncertainty
• Stochastic optimization models for a single-sink transportation problem
• On the error of approximation by means of scenario trees with depth 1
• An empirical analysis of scenario generation methods for stochastic optimization
• Numerical evaluation of approximation methods in stochastic programming
• Scenario generation for stochastic programming and simulation: a modelling perspective
• Scenario Reduction Techniques in Stochastic Programming
• Scenario approximation of robust and chance-constrained programs
• scientific article; zbMATH DE number 1552226 (Why is no real title available?)
• Stochastic scenario decomposition for multistage stochastic programs
• Scenario reduction in stochastic programming with respect to discrepancy distances
• Stochastic constraint programming: A scenario-based approach

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4229157)