The following pages link to (Q3809581):
Displaying 22 items.
- The impact of sampling methods on bias and variance in stochastic linear programs (Q434168) (← links)
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143) (← links)
- Development of a stochastic model for the economic dispatch of electric power (Q1082256) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
- Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Applications of stochastic programming under incomplete information (Q1893965) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes (Q1918430) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- The value of the stochastic solution in multistage problems (Q2644427) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems (Q5043842) (← links)
- Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints (Q5252600) (← links)
- Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)
