Pages that link to "Item:Q1178441"
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The following pages link to Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441):
Displayed 21 items.
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Statistical testing of optimality conditions in multiresponse simulation-based optimization (Q1042164) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
- Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
- Sample-path optimization of convex stochastic performance functions (Q1363424) (← links)
- Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
- Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling (Q1695769) (← links)
- A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
- Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation (Q2205979) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Optimizing maintenance service contracts through mechanism design theory (Q2293743) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization (Q2815429) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)