The following pages link to (Q5494167):
Displayed 17 items.
- A polynomial-time solution scheme for quadratic stochastic programs (Q368716) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Validation analysis of mirror descent stochastic approximation method (Q715058) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Simulation-based approach to estimation of latent variable models (Q1010464) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Stochastic programming with equilibrium constraints (Q2499380) (← links)
- Strategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programming (Q3553741) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604331) (← links)