Stability and approximation of stochastical optimisation problems

MaRDI QIDQ3511138zbMATH OpenFDO

Authors Holger Heitsch

Publication date 7 July 2008

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(14)

• Stochastic optimization. Proceedings of the International Conference, Kiev (USSR), 1984
• Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
• Stabilizability in optimization problems with unbounded data
• The stochastic guaranteed service model with recourse for multi-echelon warehouse management
• Attainability problems under stochastic perturbations
• Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
• Stability of \varepsilon-approximate Solutions to Convex Stochastic Programs
• scientific article; zbMATH DE number 5511108 (Why is no real title available?)
• On solving stochastic MADM problems
• Multistage stochastic programming in strategic telecommunication network planning
• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• Scenario Tree Generation for Multi-stage Stochastic Programs
• Analysis of Stochastic Approximation Schemes With Set-Valued Maps in the Absence of a Stability Guarantee and Their Stabilization
• Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints

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