Pages that link to "Item:Q5464453"
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The following pages link to Applications of Stochastic Programming (Q5464453):
Displaying 50 items.
- An algorithm for two-stage stochastic mixed-integer nonlinear convex problems (Q256673) (← links)
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Supplier selection in the processed food industry under uncertainty (Q322981) (← links)
- Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Asset market games of survival: a synthesis of evolutionary and dynamic games (Q470650) (← links)
- Relational linear programming (Q511779) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Forestry management under uncertainty (Q666469) (← links)
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- On stochastic dynamic programming for solving large-scale planning problems under uncertainty (Q1010297) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Scenario reduction for stochastic programs with conditional value-at-risk (Q1650782) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- A progressive hedging method for the optimization of social engagement and opportunistic IoT problems (Q1737502) (← links)
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
- An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees (Q1762093) (← links)
- Measuring and maximizing resilience of freight transportation networks (Q1762152) (← links)
- Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations (Q1989720) (← links)
- Stochastic programs with binary distributions: structural properties of scenario trees and algorithms (Q1989724) (← links)
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
- Dynamic portfolio allocation in goals-based wealth management (Q2033705) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis (Q2084001) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration (Q2140361) (← links)
- Routing problem for unmanned aerial vehicle patrolling missions -- a progressive hedging algorithm (Q2146967) (← links)
- Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: a case study (Q2171571) (← links)
- An ADMM algorithm for two-stage stochastic programming problems (Q2178363) (← links)
- Relating single-scenario facets to the convex hull of the extensive form of a stochastic single-node flow polytope (Q2183218) (← links)
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models (Q2235163) (← links)
- A structure-conveying modelling language for mathematical and stochastic programming (Q2267351) (← links)
- A new convergent hybrid learning algorithm for two-stage stochastic programs (Q2286915) (← links)
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
- Dynamic dispatching and preventive maintenance for parallel machines with dispatching-dependent deterioration (Q2333138) (← links)
- Hybrid metaheuristics for stochastic constraint programming (Q2342607) (← links)
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
- Parallel PIPS-SBB: multi-level parallelism for stochastic mixed-integer programs (Q2419558) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248) (← links)
- Assessing solution quality in stochastic programs (Q2502212) (← links)
- Improving constants of strong convexity in linear stochastic programming (Q2670477) (← links)
- (Q2893936) (← links)
- A redundancy detection algorithm for fuzzy stochastic multi-objective linear fractional programming problems (Q2968182) (← links)
