Pages that link to "Item:Q2492669"

The following pages link to Computational complexity of stochastic programming problems (Q2492669):

Displaying 50 items.

• A comment on ``Computational complexity of stochastic programming problems'' (Q312699) (← links)
• A multi-stage stochastic programming approach in master production scheduling (Q421590) (← links)
• Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
• A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
• Confidence-based reasoning in stochastic constraint programming (Q896433) (← links)
• Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition (Q904957) (← links)
• Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
• A survey on metaheuristics for stochastic combinatorial optimization (Q1024034) (← links)
• Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming (Q1043350) (← links)
• An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
• Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
• Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
• Quality evaluation of scenario-tree generation methods for solving stochastic programming problems (Q1789621) (← links)
• Convex approximations for a class of mixed-integer recourse models (Q1958624) (← links)
• Two-stage distributionally robust mixed-integer optimization model for three-level location-allocation problems under uncertain environment (Q2067563) (← links)
• The submodularity of two-stage stochastic maximum-weight independent set problems (Q2089673) (← links)
• On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Two-stage stochastic max-weight independent set problems (Q2149870) (← links)
• A structured view on weighted counting with relations to counting, quantum computation and applications (Q2216125) (← links)
• Stochastic joint homecare service and capacity planning with nested decomposition approaches (Q2239861) (← links)
• Maximizing the expected net present value in a project with uncertain cash flows (Q2239980) (← links)
• On solving two-stage distributionally robust disjunctive programs with a general ambiguity set (Q2312325) (← links)
• Robust and stochastic formulations for ambulance deployment and dispatch (Q2312348) (← links)
• On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
• Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
• Approximability of the two-stage stochastic knapsack problem with discretely distributed weights (Q2448903) (← links)
• On the information-based complexity of stochastic programming (Q2450744) (← links)
• On the computational complexity of the probabilistic traveling salesman problem with deadlines (Q2453174) (← links)
• Submodular reassignment problem for reallocating agents to tasks with synergy effects (Q2673247) (← links)
• Augmented simulation methods for discrete stochastic optimization with recourse (Q2678622) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Two‐stage stochastic integer programming: a survey (Q4354859) (← links)
• Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (Q4586174) (← links)
• Approximation Algorithms for Stochastic and Risk-Averse Optimization (Q4601213) (← links)
• Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
• A Unified Framework for Multistage Mixed Integer Linear Optimization (Q5014640) (← links)
• The Distributionally Robust Chance-Constrained Vehicle Routing Problem (Q5130504) (← links)
• Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms (Q5130518) (← links)
• Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming (Q5152473) (← links)
• On greedy approximation algorithms for a class of two-stage stochastic assignment problems (Q5746684) (← links)
• Problem-driven scenario clustering in stochastic optimization (Q6088772) (← links)
• Discrete Optimal Transport with Independent Marginals is #P-Hard (Q6155882) (← links)
• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
• Exact Quantization of Multistage Stochastic Linear Problems (Q6188513) (← links)
• Hydrological scenario reduction for stochastic optimization in hydrothermal power systems (Q6574710) (← links)