Pages that link to "Item:Q1365061"

The following pages link to Decomposition methods in stochastic programming (Q1365061):

Displaying 42 items.

• Decomposition algorithm for large-scale two-stage unit-commitment (Q271986) (← links)
• Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain (Q342011) (← links)
• A classification of methods for distributed system optimization based on formulation structure (Q381334) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Generalized fuzzy linear programming for decision making under uncertainty: feasibility of fuzzy solutions and solving approach (Q497262) (← links)
• A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse (Q623459) (← links)
• Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
• Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
• Solving stochastic transportation network protection problems using the progressive hedging-based method (Q972438) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• SICOpt: Solution approach for nonlinear integer stochastic programming problems (Q1039361) (← links)
• Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming (Q1043350) (← links)
• The design of a reliable and robust hierarchical health service network using an accelerated Benders decomposition algorithm (Q1681158) (← links)
• Decomposition methods for the two-stage stochastic Steiner tree problem (Q1744908) (← links)
• Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
• An inexact Lagrange-Newton method for stochastic quadratic programs with recourse (Q1764396) (← links)
• Lagrangian decomposition of block-separable mixed-integer all-quadratic programs (Q1771303) (← links)
• An improved L-shaped method for solving process flexibility design problems (Q1793161) (← links)
• Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
• Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
• Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (Q2198541) (← links)
• Large-scale unit commitment under uncertainty (Q2351161) (← links)
• Offshore oilfield development planning under uncertainty and fiscal considerations (Q2358130) (← links)
• Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
• Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution (Q2393472) (← links)
• A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
• Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
• A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming (Q2490333) (← links)
• A class of stochastic programs with decision dependent uncertainty (Q2502206) (← links)
• A splitting method for stochastic programs (Q2507416) (← links)
• Introducing environmental constraints in generation expansion problems (Q3392839) (← links)
• A risk function for the stochastic modeling of electric capacity expansion (Q4330233) (← links)
• Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty (Q4609463) (← links)
• A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
• Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (Q5116551) (← links)
• The Benders Dual Decomposition Method (Q5130513) (← links)
• A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
• The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)
• Stable annual scheduling of medical residents using prioritized multiple training schedules to combat operational uncertainty (Q6167875) (← links)
• A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions (Q6188504) (← links)