On the safe side of stochastic programming: bounds and approximations
From MaRDI portal
Publication:6056888
DOI10.1111/itor.13317MaRDI QIDQ6056888
Stein W. Wallace, Francesca Maggioni, Unnamed Author
Publication date: 4 October 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bounds in multistage linear stochastic programming
- Primal and dual linear decision rules in stochastic and robust optimization
- Duality in stochastic linear and dynamic programming
- Sublinear upper bounds for stochastic programs with recourse
- An upper bound for SLP using first and total second moments
- Bounding separable recourse functions with limited distribution information
- Multi-stage stochastic optimization applied to energy planning
- An upper bound on the expectation of simplicial functions of multivariate random variables
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
- Stochastic two-stage programming
- Barycentric scenario trees in convex multistage stochastic programming
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- Monotonic bounds in multistage mixed-integer stochastic programming
- Quality evaluation of scenario-tree generation methods for solving stochastic programming problems
- Generalized bounds for convex multistage stochastic programs.
- Analyzing the quality of the expected value solution in stochastic programming
- A hierarchy of bounds for stochastic mixed-integer programs
- Stochastic programming and the option of doing it differently
- Aggregation and discretization in multistage stochastic programming
- Inequalities for Stochastic Linear Programming Problems
- Restricted-Recourse Bounds for Stochastic Linear Programming
- Bounds and Approximations for Multistage Stochastic Programs
- Multistage Stochastic Optimization
- Modeling with Stochastic Programming
- A Distance For Multistage Stochastic Optimization Models
- Barycentric Bounds in Stochastic Programming: Theory and Application
- Introduction to Stochastic Programming
- Stochastic programs with recourse: An upper bound and the related moment problem
- Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
- Aggregation bounds in stochastic linear programming
- A tight upper bound for the expectation of a convex function of a multivariate random variable
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
- Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem
- A piecewise linear upper bound on the network recourse function
- A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs
- Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case
- Bounds on the Effect of Aggregating Variables in Linear Programs
- Bounds for Row-Aggregation in Linear Programming
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- A Tchebysheff-Type Bound on the Expectation of Sublinear Polyhedral Functions
- Tight Bounds for Stochastic Convex Programs
- Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming
- Multistage stochastic programming: Error analysis for the convex case
- Restricted Recourse Strategies for Dynamic Networks with Random Arc Capacities
- Bounds for Two-Stage Stochastic Programs with Fixed Recourse
- New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming
- Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs
- Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs
- The minimax approach to stochastic programming and an illustrative application
- Extreme Points of Certain Sets of Probability Measures, with Applications
- Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance
- The General Moment Problem, A Geometric Approach
- More bounds on the expectation of a convex function of a random variable
- Second-Order Lower Bounds on the Expectation of a Convex Function
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction