scientific article; zbMATH DE number 2121076

zbMATH Open1115.90001MaRDI QIDQ4830009FDOQ4830009

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Publication date: 2 December 2004

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Mathematics Subject Classification ID

Stochastic programming (90C15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to operations research and mathematical programming (90-00)

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• Developing an integrated hub location and revenue management model considering multi-classes of customers in the airline industry
• A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
• Robustness of stochastic programs with endogenous randomness via contamination
• Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
• Gradient formulae for probability functions depending on a heterogenous family of constraints
• Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
• An L-shaped method with strengthened lift-and-project cuts
• Distributionally robust optimization with moment ambiguity sets
• Discrete approximation and quantification in distributionally robust optimization
• On the scenario-tree optimal-value error for stochastic programming problems
• Distributionally robust polynomial chance-constraints under mixture ambiguity sets
• Joint chance constrained programming with dependent parameters
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
• Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
• Stochastic tensor complementarity problem with discrete distribution
• Asymptotic behavior of solutions: an application to stochastic NLP
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
• The value of the right distribution in stochastic programming with application to a Newsvendor problem
• Epi-regularization of risk measures
• Reconstruction of a compactly supported sound profile in the presence of a random background medium
• On rates of convergence for sample average approximations in the almost sure sense and in mean
• On decomposition and multiobjective-based column and disjunctive cut generation for MINLP
• Valuation and pricing of electricity delivery contracts: the producer's view
• Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers
• A combined stochastic programming and optimal control approach to personal finance and pensions
• Risk-averse models in bilevel stochastic linear programming
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems
• Optimization algorithms for resilient path selection in networks
• Scheduled service network design with quality targets and stochastic travel times
• Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
• Multi-stage distributionally robust optimization with risk aversion
• Robust maximum weighted independent-set problems on interval graphs
• Confidence regions of stochastic variational inequalities: error bound approach
• On quantitative stability in infinite-dimensional optimization under uncertainty
• Designing a two-echelon distribution network under demand uncertainty
• Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs
• A unified framework for multistage mixed integer linear optimization
• Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
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• Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning
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• Bounds for probabilistic programming with application to a blend planning problem
• Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness
• Convergence analysis of sample average approximation for a class of stochastic nonlinear complementarity problems: from two-stage to multistage
• Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
• Two-stage mean-risk stochastic optimization model for port cold storage capacity under pelagic fishery yield uncertainty
• An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
• Neural network smoothing approximation method for stochastic variational inequality problems
• The wait-and-judge scenario approach applied to antenna array design
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
• Generalized differentiation of probability functions acting on an infinite system of constraints
• Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
• Approximation of continuous random variables for the evaluation of the reliability parameter of complex stress-strength models
• Two-stage mean-risk stochastic mixed integer optimization model for location-allocation problems under uncertain environment
• Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
• Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
• Quantitative stability analysis for minimax distributionally robust risk optimization
• Frameworks and results in distributionally robust optimization
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• Quantitative stability of multistage stochastic programs via calm modifications
• Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
• On deviation measures in stochastic integer programming
• Tree approximation for discrete time stochastic processes: a process distance approach
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• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
• Level bundle methods for constrained convex optimization with various oracles
• Prepositioning emergency supplies to support disaster relief: a case study using stochastic programming
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• Sample average approximation of expected value constrained stochastic programs
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations
• Bidding in sequential electricity markets: the Nordic case
• An optimization framework for the development of efficient one-way car-sharing systems
• Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
• Multi-period portfolio optimization with linear control policies
• Threshold Boolean form for joint probabilistic constraints with random technology matrix
• Approximations of Nash equilibria
• Stochastic programming approach to optimization under uncertainty
• Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
• Comparison of Sampling Methods for Dynamic Stochastic Programming
• Nonlinear chance constrained problems: optimality conditions, regularization and solvers
• Risk-averse two-stage stochastic programming with an application to disaster management
• Testing successive regression approximations by large-scale two-stage problems
• Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
• Problem-driven scenario clustering in stochastic optimization
• Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
• Risk-control approach for bottleneck transportation problem with randomness and fuzziness
• Augmented Lagrangian method for probabilistic optimization
• Chance constrained \(0-1\) quadratic programs using copulas
• A comment on ``Computational complexity of stochastic programming problems
• A remark on multiobjective stochastic optimization via strongly convex functions
• A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
• A parallelised distributed implementation of a branch and fix coordination algorithm
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• Risk-averse profit-based optimal scheduling of a hydro-chain in the day-ahead electricity market
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer
• IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
• Amsaa: A Multistep Anticipatory Algorithm for Online Stochastic Combinatorial Optimization

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