The following pages link to (Q5494167):
Displaying 50 items.
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization (Q328526) (← links)
- 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)
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- The exact information-based complexity of smooth convex minimization (Q511109) (← 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)
- Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches (Q1616947) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Stochastic accelerated alternating direction method of multipliers with importance sampling (Q1626518) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- A note on sample complexity of multistage stochastic programs (Q1694765) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (Q1785197) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- A stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic scheduling (Q1981952) (← links)
- Robust strategic bidding in auction-based markets (Q1991246) (← links)
- Dynamic stochastic approximation for multi-stage stochastic optimization (Q2020613) (← links)
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming (Q2028833) (← links)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
- Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading (Q2106752) (← links)
- A network sensor location problem for link flow observability and estimation (Q2116845) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Complexity of stochastic dual dynamic programming (Q2118093) (← links)
- Understanding generalization error of SGD in nonconvex optimization (Q2127232) (← links)
- Surgical scheduling by fuzzy model considering inpatient beds shortage under uncertain surgery durations (Q2159566) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
- Constant depth decision rules for multistage optimization under uncertainty (Q2239862) (← links)
- Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Robust and stochastic formulations for ambulance deployment and dispatch (Q2312348) (← links)
- Optimal order strategy in uncertain demands with free shipping option (Q2321439) (← links)
- On the approximability of adjustable robust convex optimization under uncertainty (Q2392812) (← links)
- Confidence level solutions for stochastic programming (Q2440765) (← links)
- Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
- On the information-based complexity of stochastic programming (Q2450744) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Stochastic programming with equilibrium constraints (Q2499380) (← links)
- Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations (Q2672063) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Two-stage distributionally robust noncooperative games: existence of Nash equilibrium and its application to Cournot-Nash competition (Q2698571) (← links)
