scientific article; zbMATH DE number 772850
From MaRDI portal
Publication:4838490
Recommendations
Cited in
(only showing first 100 items - show all)- Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture
- ISTMO: An interval reference point-based method for stochastic multiobjective programming problems
- Evaluating project completion time in project networks with discrete random activity durations
- An XML-based schema for stochastic programs
- Convergent bounds for stochastic programs with expected value constraints
- Sample average approximation method for chance constrained programming: Theory and applications
- Risk optimization with p-order conic constraints: a linear programming approach
- Operations risk management by optimally planning the qualified workforce capacity
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- Multistage stochastic programming with fuzzy probability distribution
- Depedent-chance programming: A class of stochastic optimization
- Estimated stochastic programs with chance constraints
- Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8--16, 1998
- Computational assessment of distributed decomposition methods for stochastic linear programs
- The stochastic bottleneck linear programming problem
- Challenges in stochastic programming
- Duality theorems in fuzzy mathematical programming problems based on the concept of necessity.
- A stochastic programming model to find optimal sample sizes to estimate unknown parameters in an LP
- Applications of stochastic programming: Achievements and questions
- Nonlinear stochastic programming by Monte-Carlo estimators
- A probabilistically constrained model predictive controller
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
- Hybrid simulated annealing and MIP-based heuristics for stochastic lot-sizing and scheduling problem in capacitated multi-stage production system
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium
- Gradient and Hessian of joint probability function with applications on chance-constrained programs
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
- Optimal setup of a multihead weighing machine
- Robust two-stage stochastic linear optimization with risk aversion
- A chance-constrained programming framework to handle uncertainties in radiation therapy treatment planning
- Modeling the shelter site location problem using chance constraints: a case study for Istanbul
- Variational inequality formulation for the games with random payoffs
- Convexity of chance constrained programming problems with respect to a new generalized concavity notion
- Risk-averse two-stage stochastic programming with an application to disaster management
- Fuzzy optimization problems based on the embedding theorem and possibility and necessity measures
- Applying the minimax criterion in stochastic recourse programs
- Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
- Designing robust emergency medical service via stochastic programming
- Bounds for probabilistic integer programming problems
- Post-tax optimization with stochastic programming
- Projection and discretization methods in stochastic programming
- On safe tractable approximations of chance constraints
- Satisfactory solution concepts and their relations for stochastic multiobjective programming problems
- Assigning resources and targets to an organization's activities
- Multivariate value at risk and related topics
- Multi-resource allocation in stochastic project scheduling
- Pattern definition of the \(p\)-efficiency concept
- Analyzing the quality of the expected value solution in stochastic programming
- Augmented Lagrangian method for probabilistic optimization
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Convex approximations in stochastic programming by semidefinite programming
- Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
- Dynamic consistency for stochastic optimal control problems
- Some equilibrium problems under uncertainty and random variational inequalities
- Computing bounds for the probability of the union of events by different methods
- Risk-averse feasible policies for large-scale multistage stochastic linear programs
- Sufficient conditions for quasiconcavity of the probability function
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- Convex approximations for a class of mixed-integer recourse models
- On numerical calculation of probabilities according to Dirichlet distribution
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- Multi-stage stochastic programming models for provisioning cloud computing resources
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Ergodic approach to robust optimization and infinite programming problems
- Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
- Energy and reserve dispatch with distributionally robust joint chance constraints
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- The value of shape constraints in discrete moment problems: a review and extension
- K-adaptability in stochastic optimization
- Convexity and starshapedness of feasible sets in stationary flow networks
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- Direct plastic structural design under random strength and random load by chance constrained programming
- Robust newsvendor problems with compound Poisson demands
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
- Shape-restricted inference for Lorenz curves using duality theory
- On joint probabilistic constraints with Gaussian coefficient matrix
- Exploiting structure of chance constrained programs via submodularity
- General properties of two-stage stochastic programming problems with probabilistic criteria
- Sharp bounds for the probability of union of \(n\) events when \(m\) number of binomial moments are known
- Relaxing high-dimensional constraints in the direct solution space method for early phase development
- Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- Integrated production planning and order acceptance under uncertainty: a robust optimization approach
- Probabilistic modeling of multiperiod service levels
- New bounds for the probability that at least \(k\)-out-of-\(n\) events occur with unimodal distributions
- Second-order differentiability of probability functions
- On distributionally robust chance-constrained linear programs
- Dual-bounded generating problems: Efficient and inefficient points for discrete probability distributions and sparse boxes for multidimensional data
- The Karush-Kuhn-Tucker optimality conditions in multiobjective programming problems with interval-valued objective functions
- On relations between chance constrained and penalty function problems under discrete distributions
- Sharp probability bounds for the binomial moment problem with symmetry
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- Alternate risk measures for emergency medical service system design
- The Karush--Kuhn--Tucker optimality conditions in an optimization problem with interval-valued objective function
- Log-concavity of compound distributions with applications in stochastic optimization
- Duality and saddle-point type optimality for interval-valued programming
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 Q4838490)