Inequalities for Stochastic Nonlinear Programming Problems
From MaRDI portal
Publication:5341346
Cited in
(21)- Computable bounds on parametric solutions of convex problems
- Cone control on nonnegative control equations
- Inequalities in completely convex stochastic programming
- Optimal scheduling of income tax prepayments under stochastic incomes
- Approximate explicit receding horizon control of constrained nonlinear systems.
- A globally convergent algorithm for transportation continuous network design problem
- Nonlinear random variational inequality problem of mathematical programming in Hilbert spaces
- Stochastic inequalities based on Cobb-Douglas utility functions
- scientific article; zbMATH DE number 3308845 (Why is no real title available?)
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- Approximate two‐loop robust nonlinear model predictive control with real‐time execution and closed‐loop guarantee
- Large deviations and multinomial probit choice
- Approximating optimal solutions to biconvex parametric programs
- A branch-and-bound algorithm for parametric mixed-binary nonlinear programs
- Convexity and concavity properties of the optimal value function in parametric nonlinear programming
- Nonanticipativity in stochastic programming
- Restricted Bayes strategies for convex stochastic programs
- Global multi-parametric optimal value bounds and solution estimates for separable parametric programs
- An algorithm for approximate multiparametric convex programming
- Bilevel programming model and solution method for mixed transportation network design problem
- Multiobjective model predictive control
This page was built for publication: Inequalities for Stochastic Nonlinear Programming Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5341346)