Pages that link to "Item:Q3986762"
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The following pages link to Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (Q3986762):
Displaying 50 items.
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities (Q296965) (← links)
- New bounding and decomposition approaches for MILP investment problems: multi-area transmission and generation planning under policy constraints (Q320803) (← links)
- Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming (Q364501) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
- Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- Augmented Lagrangian method within L-shaped method for stochastic linear programs (Q669327) (← links)
- Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program (Q688928) (← links)
- Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage (Q827111) (← links)
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling (Q1043366) (← links)
- Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) (← links)
- An exact penalty algorithm for recourse-constrained stochastic linear programs (Q1194451) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Convergence analysis of some methods for minimizing a nonsmooth convex function (Q1265007) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning (Q1339139) (← links)
- Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
- Sample-path optimization of convex stochastic performance functions (Q1363424) (← links)
- SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- An SQP-type method and its application in stochastic programs (Q1411396) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Newton-type methods for stochastic programming. (Q1597071) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
- An improved L-shaped method for solving process flexibility design problems (Q1793161) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- An algorithm for approximating piecewise linear concave functions from sample gradients (Q1870009) (← links)
- Epigraphical nesting: A unifying theory for the convergence of algorithms (Q1893312) (← links)
- Continuous approximation schemes for stochastic programs (Q1896441) (← links)
- A stochastic optimization approach for robot scheduling (Q1896448) (← links)
- Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- A statistical generalized programming algorithm for stochastic optimization problems (Q1904722) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
