Stochastic Programs with Recourse
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(48)- A surrogate for linear programs with random requirements
- Inequalities in completely convex stochastic programming
- Stochastic programming
- Investments in stochastic maximum flow networks
- A recourse certainty equivalent for decisions under uncertainty
- Robustness in stochastic programming models
- Geometry of optimal value functions with applications to redundancy in linear programming
- Approximations to stochastic programs with complete fixed recourse
- Two-stage non-cooperative games with risk-averse players
- Multiobjective two-stage stochastic programming problems with interval discrete random variables
- Saddle point approximation approaches for two-stage robust optimization problems
- Multiobjective two-level simple recourse programming problems with discrete random variables
- Designing a majorization scheme for the recourse function in two-stage stochastic linear programming
- Stochastic programming models for air quality management
- A chance constrained recourse approach for the portfolio selection problem
- A stochastic soft constraints fuzzy model for a portfolio selection problem
- Solving a class of stochastic mixed-integer programs with branch and price
- A note on decision rules for stochastic programs
- Two-stage stochastic programming problems involving multi-choice parameters
- Ergodic convergence of a stochastic proximal point algorithm
- Stochastic programming problems involving Pareto distribution
- Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs
- Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program
- An integer decomposition algorithm for solving a two-stage facility location problem with second-stage activation costs
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION
- An economic interpretation of stochastic programs
- A solution procedure for the two-stage stochastic program with simple recourse
- The value of the stochastic solution in stochastic linear programs with fixed recourse
- On decision rules in stochastic programming
- Distribution functions in stochastic programs with recourse: A parametric analysis
- Piecewise convex programs
- Convex stochastic programmes with simple recourse
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Stability analysis of optimization problems with \(k\)th order stochastic and distributionally robust dominance constraints induced by full random recourse
- Approximationen der Entscheidungsprobleme mit linearer Ergebnisfunktion und positiv homogener, subadditiver Verlustfunktion
- Two-stage stochastic programming problems involving interval discrete random variables
- Interactive fuzzy stochastic two-level linear programming with simple recourse
- Continuity of Some Convex-Cone-Valued Mappings
- Qualitative Aussagen zu einigen Problemen der stochastischen Programmierung
- A note on deterministic equivalents to stochastic linear programming problems. II
- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
- scientific article; zbMATH DE number 958363 (Why is no real title available?)
- FUZZY PROGRAMMING WITH RECOURSE
- Risk-averse multistage stochastic programs with expected conditional risk measures
- Kriging-based uncertainty optimization of vibration characteristics for laminated elliptical shells considering material and load uncertainties
- A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
- Stochastic semidefinite programming: a new paradigm for stochastic optimization
- Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
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