Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs
From MaRDI portal
Publication:4530638
Recommendations
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- scientific article; zbMATH DE number 1724440
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- scientific article; zbMATH DE number 3878686
- Approximate nonlinear programming algorithms for solving stochastic programs with recourse
Cited in
(7)- Shape constraints in economics and operations research
- An algorithm for approximating piecewise linear concave functions from sample gradients
- A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- A solution method for a two-dispatch delivery problem with stochastic customers
- A successive convex approximation method for multistage workforce capacity planning problem with turnover
- scientific article; zbMATH DE number 21026 (Why is no real title available?)
This page was built for publication: Shape – A Stochastic Hybrid Approximation Procedure for Two-Stage Stochastic Programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530638)