Pages that link to "Item:Q1769968"
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The following pages link to Stochastic linear programming. Models, theory, and computation (Q1769968):
Displaying 50 items.
- A remark on multiobjective stochastic optimization via strongly convex functions (Q314598) (← links)
- Reliability-based economic model predictive control for generalised flow-based networks including actuators' health-aware capabilities (Q328906) (← links)
- Interactive multiobjective fuzzy random linear programming through fractile criteria (Q360575) (← links)
- Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
- Design of regional production networks for second generation synthetic bio-fuel - A case study in northern Germany (Q439490) (← links)
- An infeasible-point subgradient method using adaptive approximate projections (Q461434) (← links)
- Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization (Q463718) (← links)
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization (Q497134) (← links)
- Belief linear programming (Q622260) (← links)
- Uniform quasi-concavity in probabilistic constrained stochastic programming (Q635508) (← links)
- Processing second-order stochastic dominance models using cutting-plane representations (Q647395) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- Optimality functions in stochastic programming (Q715095) (← links)
- Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices (Q726352) (← links)
- Optimization of a linear function over the set of stochastic efficient solutions (Q744262) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Solving chance-constrained combinatorial problems to optimality (Q967213) (← links)
- A two-stage model for a day-ahead paratransit planning problem (Q1014313) (← links)
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty (Q1038376) (← links)
- Enhanced-interval linear programming (Q1042144) (← links)
- Real-time management of berth allocation with stochastic arrival and handling times (Q1707673) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Robust optimization in the presence of uncertainty: a generic approach (Q1745727) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- Approximation and contamination bounds for probabilistic programs (Q1931626) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- A hierarchy of bounds for stochastic mixed-integer programs (Q1949254) (← links)
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization (Q2030665) (← links)
- Multiobjective two-level simple recourse programming problems with discrete random variables (Q2139165) (← links)
- A new neural network model for solving random interval linear programming problems (Q2181038) (← links)
- Approximating combinatorial optimization problems with the ordered weighted averaging criterion (Q2189877) (← links)
- Combinatorial two-stage minmax regret problems under interval uncertainty (Q2241200) (← links)
- Testing the structure of multistage stochastic programs (Q2271798) (← links)
- Two-stage combinatorial optimization problems under risk (Q2283029) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- Multistage robust discrete optimization via quantified integer programming (Q2669532) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Interactive Fuzzy Decision Making for Multiobjective Fuzzy Random Linear Programming Problems and Its Application to a Crop Planning Problem (Q2829666) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Uncertainty feature optimization: An implicit paradigm for problems with noisy data (Q3008922) (← links)
- ROBUST MATHEMATICAL PROGRAMMING FOR NATURAL RESOURCE MODELING UNDER PARAMETRIC UNCERTAINTY (Q3587000) (← links)
- Optimization Over Stochastic Integer Efficient Set (Q4596155) (← links)
- A goal programming approach for solving the random interval linear programming problem (Q4633322) (← links)
