Pages that link to "Item:Q1176857"

The following pages link to Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857):

Displaying 18 items.

• Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
• On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (Q964982) (← links)
• A review of OR practice in Iceland (Q1390309) (← links)
• Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter (Q1703468) (← links)
• Managing congestion in a multi-modal transportation network under biomass supply uncertainty (Q1730690) (← links)
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066) (← links)
• Scenario analysis via bundle decomposition (Q1896443) (← links)
• Mixing stochastic dynamic programming and scenario aggregation (Q1918419) (← links)
• The sample average approximation method for empty container repositioning with uncertainties (Q1926912) (← links)
• Solving large-scale profit maximization capacitated lot-size problems by heuristic methods (Q2369969) (← links)
• Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
• Solving dynamic stochastic economic models by mathematical programming decomposition methods (Q2384600) (← links)
• Large-scale joint price-inventory decision problems, under resource limitation and a discrete price set (Q2392542) (← links)
• PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
• A Progressive Hedging Approach for Surgery Planning Under Uncertainty (Q2802252) (← links)
• (Q2907902) (← links)
• (Q3585658) (← links)
• A stochastic programming approach for chemotherapy appointment scheduling (Q6052539) (← links)