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)

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

• 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
• Uniform quasi-concavity in probabilistic constrained stochastic programming
• A Stochastic Programming Model
• A note on scenario reduction for two-stage stochastic programs
• Large-scale unit commitment under uncertainty
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• A heuristic approach for airport gate assignments for stochastic flight delays
• Ambiguous chance constrained problems and robust optimization
• Robustness of optimal portfolios under risk and stochastic dominance constraints
• Optimization with multivariate stochastic dominance constraints
• The design of robust value-creating supply chain networks: a critical review
• Uncontrolled inexact information within bundle methods
• A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches
• A new model for solving stochastic second-order cone complementarity problem and its convergence analysis
• Managing quality, supplier selection, and cold‐storage contracts in agrifood supply chain through stochastic optimization
• Dynamic generation of scenario trees
• Risk-averse feasible policies for large-scale multistage stochastic linear programs
• Stochastic optimization using a trust-region method and random models
• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
• ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
• Risk management with stochastic dominance models in energy systems with dispersed generation
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
• Robustness in stochastic programs with risk constraints
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
• Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
• On measuring and profiling catastrophic risks
• Solving two-stage stochastic programming problems with level decomposition
• Short-term hydropower production planning by stochastic programming
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
• Stochastic Nash equilibrium problems: sample average approximation and applications
• Optimal procurement of flexibility services within electricity distribution networks
• On stochastic gradient and subgradient methods with adaptive steplength sequences
• Problem-based optimal scenario generation and reduction in stochastic programming
• Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
• A linear programming approach for linear programs with probabilistic constraints
• Multi-period forecasting and scenario generation with limited data
• Probabilistic modeling of multiperiod service levels
• Computational complexity of stochastic programming problems
• Dynamic asset allocation for varied financial markets under regime switching framework
• ASTRO-DF: a class of adaptive sampling trust-region algorithms for derivative-free stochastic optimization
• On relations between chance constrained and penalty function problems under discrete distributions
• 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

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