Pages that link to "Item:Q3799818"

The following pages link to On stochastic programming ii: dynamic problems under risk^∗ (Q3799818):

Displaying 17 items.

• Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
• Optimal match-up strategies in stochastic scheduling (Q1346690) (← links)
• Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
• Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
• Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
• The approximation of separable stochastic programs (Q1893960) (← links)
• Stability in multistage stochastic programming (Q1896446) (← links)
• Models and model value in stochastic programming (Q1904670) (← links)
• Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
• On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
• Perfectly competitive capacity expansion games with risk-averse participants (Q2397828) (← links)
• Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
• Stochastic programming approaches to stochastic scheduling (Q2564886) (← links)
• Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
• The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization (Q3465240) (← links)
• Solving multistage stochastic networks: An application of scenario aggregation (Q3984284) (← links)
• A dual strategy for the implementation of the aggregation principle in decision making under uncertainty (Q4299537) (← links)