Pages that link to "Item:Q3643498"
From MaRDI portal
The following pages link to Lectures on Stochastic Programming (Q3643498):
Displaying 17 items.
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
- Computation of weighted sums of rewards for concurrent MDPs (Q1731592) (← links)
- A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal (Q1744484) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- Restricted risk measures and robust optimization (Q2629722) (← links)
- Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty (Q2840676) (← links)
- On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
- Heuristic and Exact Algorithms for the Interval Min–Max Regret Knapsack Problem (Q3466782) (← links)
- Ambiguous Joint Chance Constraints Under Mean and Dispersion Information (Q4604907) (← links)
- The Big Data Newsvendor: Practical Insights from Machine Learning (Q4971580) (← links)
- Sampling-Based Approximation Schemes for Capacitated Stochastic Inventory Control Models (Q5219734) (← links)
- Newton's Method for Monte Carlo--Based Residuals (Q5499973) (← links)
- Facility layout problem with QAP formulation under scenario-based uncertainty (Q5882273) (← links)
