Special issue: topics in stochastic programming
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 4213739 (Why is no real title available?)
- scientific article; zbMATH DE number 3568415 (Why is no real title available?)
- scientific article; zbMATH DE number 1208135 (Why is no real title available?)
- scientific article; zbMATH DE number 3257962 (Why is no real title available?)
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
- Approximation and contamination bounds for probabilistic programs
- Asset-liability management for Czech pension funds using stochastic programming
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time
- Integer programming formulations for minimum deficiency interval coloring
- Melt control: charge optimization via stochastic programming
- Nonlinear chance-constrained problems with applications to hydro scheduling
- On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling.
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Quantitative stability analysis for minimax distributionally robust risk optimization
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems
- Robustness of optimal portfolios under risk and stochastic dominance constraints
- Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables
- Scenario reduction in stochastic programming
- Scenarios for multistage stochastic programs
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
- Size matters: cardinality-constrained clustering and outlier detection via conic optimization
- Stability and sensitivity-analysis for stochastic programming
- Stability in stochastic programming with recourse-estimated parameters
- Stability in stochastic programming with recourse. Contaminated distributions
- Stochastic modeling in economics and finance.
- Stochastic programming in water management: A case study and a comparison of solution techniques
- Structure of risk-averse multistage stochastic programs
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Wait-and-judge scenario optimization
This page was built for publication: Special issue: topics in stochastic programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2118069)
