Pages that link to "Item:Q467481"

The following pages link to Bounds in multistage linear stochastic programming (Q467481):

Displaying 25 items.

• An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
• On air traffic flow management with rerouting. II: Stochastic case (Q439637) (← links)
• A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach (Q723935) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Bounds in multi-horizon stochastic programs (Q827134) (← links)
• A stochastic programming model for a tactical solid waste management problem (Q1622822) (← links)
• Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers (Q1743642) (← links)
• Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
• A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (Q1789611) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract (Q2023991) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
• A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment (Q2140274) (← links)
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
• Bounds and Approximations for Multistage Stochastic Programs (Q2796801) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• Quantification of risk in classical models of finance (Q5068069) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Mitigating the COVID‐19 pandemic through data‐driven resource sharing (Q6150224) (← links)
• Exact Quantization of Multistage Stochastic Linear Problems (Q6188513) (← links)
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)