The following pages link to Scenario optimization (Q811363):
Displaying 33 items.
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- A new multi-criteria scenario-based solution approach for stochastic forward/reverse supply chain network design (Q324318) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Interior point method for long-term generation scheduling of large-scale hydrothermal systems (Q839779) (← links)
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications (Q974991) (← links)
- Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
- Asymmetric risk measures and tracking models for portfolio optimization under uncertainty (Q1313152) (← links)
- A stochastic 0-1 program based approach for the air traffic flow management problem (Q1579461) (← links)
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
- The role of stochastic programming in communication network design (Q1772866) (← links)
- A minimax portfolio selection strategy with equilibrium (Q1779559) (← links)
- On the time-consistent stochastic dominance risk averse measure for tactical supply chain planning under uncertainty (Q1782185) (← links)
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- Network planning under uncertainty with an application to hydropower generation (Q1891353) (← links)
- Postoptimality for multistage stochastic linear programs (Q1896444) (← links)
- Scenario-based stochastic programs: Resistance with respect to sample (Q1918420) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- The min-p robust optimization approach for facility location problem under uncertainty (Q2165274) (← links)
- Planning production and workforce in a discrete-time financial model using scenarios modeling (Q2226492) (← links)
- Multistage stochastic demand-side management for price-making major consumers of electricity in a co-optimized energy and reserve market (Q2273924) (← links)
- An uncertainty management framework for industrial applications (Q2358143) (← links)
- Robust and reliable portfolio optimization formulation of a chance constrained problem (Q2360112) (← links)
- Stochastic budget optimization in internet advertising (Q2392928) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems (Q2660091) (← links)
- Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling (Q2695694) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT (Q3601293) (← links)
- Simple dynamic location problem with uncertainty: a primal-dual heuristic approach (Q5746680) (← links)
