Pages that link to "Item:Q751510"

The following pages link to Parallel processors for planning under uncertainty (Q751510):

Displaying 44 items.

• Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming (Q288402) (← links)
• Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
• Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
• Asymptotic analysis of stochastic programs (Q1178439) (← links)
• An integrated evaluation of facility location, capacity aquisition, and technology selection for designing global manufacturing strategies (Q1198290) (← links)
• Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint (Q1308878) (← links)
• Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← 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)
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
• Statistical approximations for recourse constrained stochastic programs (Q1896451) (← links)
• Models and model value in stochastic programming (Q1904670) (← links)
• SOCRATES: A system for scheduling hydroelectric generation under uncertainty (Q1904675) (← links)
• A simple recourse model for power dispatch under uncertain demand (Q1904676) (← links)
• Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
• Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
• A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
• On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• Inexact stochastic mirror descent for two-stage nonlinear stochastic programs (Q2020614) (← links)
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• Systems simulation analysis and optimization of insurance business (Q2263261) (← links)
• Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
• Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs (Q2450627) (← links)
• Event tree based sampling (Q2496018) (← links)
• Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
• Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
• On a distributed implementation of a decomposition method for multistage linear stochastic programs (Q2785399) (← links)
• Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
• Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
• Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
• Stochastic programming for funding mortgage pools (Q3593603) (← links)
• Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
• (Q4917841) (← links)
• Scenario aggregation for supply chain quantity-flexibility contract (Q5172509) (← links)