Sharp Bounds on the Value of Perfect Information
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- scientific article; zbMATH DE number 433031
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(18)- On information-augmented chance-constrained programs
- Inequalities in completely convex stochastic programming
- Stochastic programming
- The interface between OR/MS and decision theory
- A perfect information lower bound for robust lot-sizing problems
- Monotonic bounds in multistage mixed-integer stochastic programming
- A hierarchy of bounds for stochastic mixed-integer programs
- Two-stage stochastic standard quadratic optimization
- Bounds on the value of information in uncertain decision problems II
- Effects of risk aversion on the value of information in two-action decision problems
- scientific article; zbMATH DE number 433031 (Why is no real title available?)
- Sensitivity analysis: a review of recent advances
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- The value of side information in network flow optimization
- The Value of Information and Stochastic Programming
- Maximizing the net present value of a project under uncertainty: activity delays and dynamic policies
- Reduced cost-based variable fixing in two-stage stochastic programming
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