scientific article; zbMATH DE number 2121076

zbMATH Open1115.90001MaRDI QIDQ4830009FDOQ4830009

Authors:

Publication date: 2 December 2004

Title of this publication is not available (Why is that?)

Recommendations

• Lectures on Stochastic Programming
• Introduction to Stochastic Programming
• Stochastic programming. Modeling decision problems under uncertainty
• scientific article; zbMATH DE number 663895
• Lectures on stochastic programming. Modeling and theory

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)

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

• On the number of stages in multistage stochastic programs
• Solving joint chance constrained problems using regularization and Benders' decomposition
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
• Mathematical programming approaches for generating \(p\)-efficient points
• Randomized progressive hedging methods for multi-stage stochastic programming
• The effect of regularization in portfolio selection problems
• A discussion of probability functions and constraints from a variational perspective
• Intra market optimization for express package carriers with station to station travel and proportional sorting
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
• A polyhedral study on chance constrained program with random right-hand side
• Planning working time accounts under demand uncertainty
• The Benders decomposition algorithm: a literature review
• A survey on risk-averse and robust revenue management
• A scalable bounding method for multistage stochastic programs
• An inner-outer approximation approach to chance constrained optimization
• Two-stage non-cooperative games with risk-averse players
• \(K\)-adaptability in stochastic optimization
• Gradient and Hessian of joint probability function with applications on chance-constrained programs
• Robust decisions under risk for imprecise probabilities
• Convergence of discrete approximation for differential linear stochastic complementarity systems
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
• Stochastic Lipschitz dynamic programming
• Stochastic decomposition applied to large-scale hydro valleys management
• Approximation algorithms for a class of stochastic selection problems with reward and cost considerations
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
• Omega-CVaR portfolio optimization and its worst case analysis
• The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem
• A stochastic gradient type algorithm for closed-loop problems
• Eventual convexity of probability constraints with elliptical distributions
• Stochastic dual dynamic integer programming
• On the convexity of level-sets of probability functions
• Adaptive discretization of convex multistage stochastic programs
• Second-order differentiability of probability functions
• Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts
• Time-consistent approximations of risk-averse multistage stochastic optimization problems
• Medium term scheduling of a hydro-thermal system using stochastic model predictive control
• Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models
• Total allowable catch for managing squat lobster fishery using stochastic nonlinear programming
• Monotonic bounds in multistage mixed-integer stochastic programming
• Discrete analogues of continuous bivariate probability distributions
• Mathematical modeling of distributed catastrophic and terrorist risks
• Cardinality-constrained distributionally robust portfolio optimization
• Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Two-stage stochastic optimization meets two-scale simulation
• The single-node dynamic service scheduling and dispatching problem
• A dynamic driver management scheme for less-than-truckload carriers
• Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
• Conic programming reformulations of two-stage distributionally robust linear programs over Wasserstein balls
• An embarrassingly parallel method for large-scale stochastic programs
• Minimizing a stochastic convex function subject to stochastic constraints and some applications
• Decomposition of large-scale stochastic optimal control problems
• (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
• Scenario Tree Generation for Multi-stage Stochastic Programs
• Causal transport in discrete time and applications
• On deviation measures in stochastic integer programming
• Tree approximation for discrete time stochastic processes: a process distance approach
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
• 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
• No-arbitrage conditions, scenario trees, and multi-asset financial optimization
• A purely proactive scheduling procedure for the resource-constrained project scheduling problem with stochastic activity durations
• 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
• An efficient two-stage algorithm for decentralized scheduling of micro-CHP units
• A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem
• 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
• Handling CVaR objectives and constraints in two-stage stochastic models
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
• Bundle methods for sum-functions with ``easy components: applications to multicommodity network design
• Humanitarian logistics network design under mixed uncertainty
• Forward thresholds for operation of pumped-storage stations in the real-time energy market
• An empirical analysis of scenario generation methods for stochastic optimization

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 Q4830009)