Pages that link to "Item:Q3741437"

The following pages link to Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (Q3741437):

Displayed 50 items.

• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) ‎ (← links)
• An arc-exchange decomposition method for multistage dynamic networks with random arc capacities (Q296965) ‎ (← links)
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse (Q688927) ‎ (← links)
• Bounding multi-stage stochastic programs from above (Q689156) ‎ (← links)
• The discrete moment problem and linear programming (Q749441) ‎ (← links)
• Parallel processors for planning under uncertainty (Q751510) ‎ (← links)
• Stochastic modelling and optimization for environmental management (Q803022) ‎ (← links)
• Stochastic programming in water management: A case study and a comparison of solution techniques (Q803039) ‎ (← links)
• Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) ‎ (← links)
• Mean and variance optimization of non-linear systems and worst-case analysis (Q839487) ‎ (← links)
• On-line portfolio selection using stochastic programming (Q951342) ‎ (← links)
• Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) ‎ (← links)
• Solving many linear programs that differ only in the right-hand side (Q1108193) ‎ (← links)
• Sublinear upper bounds for stochastic programs with recourse (Q1115346) ‎ (← links)
• Bounding the expected time-cost curve for a stochastic PERT network from below (Q1121790) ‎ (← links)
• Distribution sensitivity in stochastic programming (Q1176576) ‎ (← links)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) ‎ (← links)
• Approximate nonlinear programming algorithms for solving stochastic programs with recourse (Q1176854) ‎ (← links)
• Investments in stochastic maximum flow networks (Q1176860) ‎ (← links)
• Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) ‎ (← links)
• Stability analysis for stochastic programs (Q1178442) ‎ (← links)
• An upper bound for SLP using first and total second moments (Q1178443) ‎ (← links)
• Bounding separable recourse functions with limited distribution information (Q1178445) ‎ (← links)
• An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) ‎ (← links)
• Relaxations for probabilistically constrained programs with discrete random variables (Q1197883) ‎ (← links)
• Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) ‎ (← links)
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) ‎ (← links)
• Approximate Lagrange multiplier algorithm for stochastic programs with complete recourse: Nonlinear deterministic constraints (Q1210216) ‎ (← links)
• Convergence analysis of some methods for minimizing a nonsmooth convex function (Q1265007) ‎ (← links)
• Concepts and methods for discrete and continuous time control under uncertainty (Q1265914) ‎ (← links)
• Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) ‎ (← links)
• Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions (Q1308652) ‎ (← links)
• Inexact subgradient methods with applications in stochastic programming (Q1315432) ‎ (← links)
• Optimal match-up strategies in stochastic scheduling (Q1346690) ‎ (← links)
• Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) ‎ (← links)
• Barycentric scenario trees in convex multistage stochastic programming (Q1363430) ‎ (← links)
• Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) ‎ (← links)
• Management of non-maturing deposits by multistage stochastic programming (Q1410316) ‎ (← links)
• An SQP-type method and its application in stochastic programs (Q1411396) ‎ (← links)
• Newton-type methods for stochastic programming. (Q1597071) ‎ (← links)
• A survey of adjustable robust optimization (Q1740490) ‎ (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) ‎ (← links)
• Robust sample average approximation (Q1785199) ‎ (← links)
• The approximation of separable stochastic programs (Q1893960) ‎ (← links)
• Projection and discretization methods in stochastic programming (Q1893962) ‎ (← links)
• Continuous approximation schemes for stochastic programs (Q1896441) ‎ (← links)
• A stochastic optimization approach for robot scheduling (Q1896448) ‎ (← links)
• Numerical aspects of monotone approximations in convex stochastic control problems (Q1896450) ‎ (← links)
• An SQP algorithm for extended linear-quadratic problems in stochastic programming (Q1896457) ‎ (← links)
• Stability of multistage stochastic programming (Q1896459) ‎ (← links)