Pages that link to "Item:Q3392175"
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The following pages link to A Linear Decision-Based Approximation Approach to Stochastic Programming (Q3392175):
Displayed 37 items.
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← 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)
- Robust resource allocations in temporal networks (Q715076) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Robust execution strategies for project scheduling with unreliable resources and stochastic durations (Q906557) (← links)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Multipolar robust optimization (Q1731824) (← links)
- A survey of adjustable robust optimization (Q1740490) (← links)
- Decision rule approximations for the risk averse reservoir management problem (Q1753579) (← links)
- Decomposition for adjustable robust linear optimization subject to uncertainty polytope (Q1789596) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- Bilevel programming approaches to production planning for multiple products with short life cycles (Q2190796) (← links)
- A tractable approach for designing piecewise affine policies in two-stage adjustable robust optimization (Q2191764) (← links)
- A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
- Optimal order strategy in uncertain demands with free shipping option (Q2321439) (← links)
- Environmental game modeling with uncertainties (Q2321654) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- A class of two-stage distributionally robust games (Q2423291) (← links)
- Dynamic Capacity Management with General Upgrading (Q2797459) (← links)
- Multistage Adaptive Robust Optimization for the Unit Commitment Problem (Q2806056) (← links)
- Multistage Robust Mixed-Integer Optimization with Adaptive Partitions (Q2830769) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results (Q2967619) (← links)
- Objective function design for robust optimality of linear control under state-constraints and uncertainty (Q3085926) (← links)
- Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs (Q4603038) (← links)
- Robust Inventory Management: An Optimal Control Approach (Q4969335) (← links)
- Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)
- Robust Dual Dynamic Programming (Q5126635) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization (Q5131477) (← links)
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (Q5145606) (← links)