The following pages link to (Q3229784):
Displayed 50 items.
- A numerically stable dual method for solving strictly convex quadratic programs (Q59165) (← links)
- Two-stage stochastic programming problems involving multi-choice parameters (Q279138) (← links)
- Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
- A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level (Q345797) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- Two-stage stochastic programming problems involving interval discrete random variables (Q505125) (← links)
- Interactive fuzzy stochastic two-level linear programming with simple recourse (Q506698) (← links)
- Interactive multiobjective fuzzy random programming through the level set-based probability model (Q545308) (← links)
- Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- A two-stage stochastic programming model for scheduling replacements in sow farms (Q839899) (← links)
- Computing upper and lower bounds in interval decision trees (Q877064) (← links)
- Stochastic network optimization models for investment planning (Q917418) (← links)
- Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation (Q971990) (← links)
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space (Q976221) (← links)
- A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming (Q992591) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Modeling supplier selection and the use of option contracts for global supply chain design (Q1017454) (← links)
- Stochastic second-order cone programming in mobile ad hoc networks (Q1039371) (← links)
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty (Q1124728) (← links)
- Newton's method for convex programming and Tschebyscheff approximation (Q1131571) (← links)
- A probabilistic programming model for blending aggregates (Q1142691) (← links)
- Computer experiments on quadratic programming algorithms (Q1154392) (← links)
- A recourse certainty equivalent for decisions under uncertainty (Q1178430) (← links)
- A new approach to uncertain parameter linear programming (Q1179011) (← links)
- Numerical experiments with the one-dimensional non-linear simplex search (Q1184438) (← links)
- Zur Lösung des Kontaktproblems elastischer Körper mit ausgedehnter Kontaktfläche durch quadratische Programmierung (Q1215427) (← links)
- On the use of computers in planning under conditions of uncertainty (Q1218723) (← links)
- On stochastic programming. I: Static linear programming under risk (Q1233816) (← links)
- Minimization methods with constraints (Q1234628) (← links)
- A new penalty function algorithm for convex quadratic programming (Q1278947) (← links)
- Stochastic linear programs with restricted recourse (Q1278949) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- A stochastic programming model for scheduling maintenance personnel (Q1303286) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Perturbation analysis of linear programming problems with random parameters (Q1318521) (← links)
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs. (Q1410308) (← links)
- Newton-type methods for stochastic programming. (Q1597071) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← 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)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Improved bounds in stochastic matching and optimization (Q1755741) (← links)
- A fuzzy random multiobjective 0--1 programming based on the expectation optimization model using possibility and necessity measures (Q1764994) (← links)
- Multi-objective optimization in uncertain random environments (Q1794486) (← links)
- Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)