The following pages link to (Q4858094):
Displayed 34 items.
- Implementable algorithm for stochastic optimization using sample average approximations (Q852151) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Stochastic linear programs with restricted recourse (Q1278949) (← links)
- A simulation-based approach to two-stage stochastic programming with recourse (Q1290606) (← 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)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Nonsmooth-optimization methods in problems of stochastic programming (Q1580189) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- Probabilistic linear programming problems with exponential random variables: a technical note (Q1806871) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling (Q1918429) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- Probabilistic linearly constrained programming problems with lognormal random variables. (Q2476418) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- A fast method for a class of one-stage bounded variables and single constrained linear programming problems (Q3511485) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- Computation of a multi-objective production planning model with probabilistic constraints (Q3603595) (← links)
- (Q3604331) (← links)
- SISP: Simplified interface for stochastic programming (Q4709732) (← links)
- (Q4934192) (← links)
- Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables (Q5291781) (← links)
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions (Q5460581) (← links)
- Chance-constrained programming in activity networks: A critical evaluation (Q5935424) (← links)