Stochastic linear programming. Models, theory, and computation
From MaRDI portal
Recommendations
Cited in
(77)- scientific article; zbMATH DE number 3880431 (Why is no real title available?)
- Modern Optimization Methods for Decision Making Under Risk and Uncertainty
- scientific article; zbMATH DE number 4093183 (Why is no real title available?)
- scientific article; zbMATH DE number 1189500 (Why is no real title available?)
- scientific article; zbMATH DE number 1416201 (Why is no real title available?)
- Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization
- Robust mathematical programming for natural resource modeling under parametric uncertainty
- The IBM stochastic programming system
- Testing the structure of multistage stochastic programs
- Computational stochastic programming. Models, algorithms, and implementation
- Interactive fuzzy decision making for multiobjective fuzzy random linear programming problems and its application to a crop planning problem
- Constructing branching trees of geostatistical simulations
- Learning with risks based on M-location
- Satisficing techniques in stochastic linear programming
- A compromise solution for the multiobjective stochastic linear programming under partial uncertainty
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions
- Uniform quasi-concavity in probabilistic constrained stochastic programming
- Large-scale unit commitment under uncertainty: an updated literature survey
- scientific article; zbMATH DE number 43290 (Why is no real title available?)
- scientific article; zbMATH DE number 4025161 (Why is no real title available?)
- A discussion of probability functions and constraints from a variational perspective
- scientific article; zbMATH DE number 5007547 (Why is no real title available?)
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Multistage robust discrete optimization via quantified integer programming
- On sample size control in sample average approximations for solving smooth stochastic programs
- Stochastic programming. Modeling decision problems under uncertainty
- Belief linear programming
- Duality in stochastic linear and dynamic programming
- Models and model value in stochastic programming
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- On the formulation of stochastic linear programs using algebraic modelling languages
- Uncertainty feature optimization: an implicit paradigm for problems with noisy data
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- Processing second-order stochastic dominance models using cutting-plane representations
- Approximating combinatorial optimization problems with the ordered weighted averaging criterion
- Solving two-stage stochastic programming problems with level decomposition
- Solving chance-constrained combinatorial problems to optimality
- A unified framework for multistage mixed integer linear optimization
- Approximation and contamination bounds for probabilistic programs
- Scenario decomposition of risk-averse multistage stochastic programming problems
- Optimization of a linear function over the set of stochastic efficient solutions
- Interactive multiobjective fuzzy random linear programming through fractile criteria
- Stochastic programming approximations using limited moment information, with application to asset allocation
- PySP: modeling and solving stochastic programs in Python
- Handling CVaR objectives and constraints in two-stage stochastic models
- Two-stage combinatorial optimization problems under risk
- Large-scale unit commitment under uncertainty
- Stochastic linear programming. Models, theory, and computation.
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Soft robust solutions to possibilistic optimization problems
- Combinatorial two-stage minmax regret problems under interval uncertainty
- Optimality functions in stochastic programming
- Distributionally robust possibilistic optimization problems
- Multiobjective two-level simple recourse programming problems with discrete random variables
- Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices
- A remark on multiobjective stochastic optimization via strongly convex functions
- Stochastic optimization of electricity portfolios: scenario tree modeling and risk management
- Risk-averse two-stage stochastic programming with an application to disaster management
- A new risk criterion in fuzzy environment and its application
- Robust optimization in the presence of uncertainty: a generic approach
- Enhanced-interval linear programming
- scientific article; zbMATH DE number 4029263 (Why is no real title available?)
- Real-time management of berth allocation with stochastic arrival and handling times
- A two-stage model for a day-ahead paratransit planning problem
- Reliability-based economic model predictive control for generalised flow-based networks including actuators' health-aware capabilities
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Interactive fuzzy random two-level linear programming based on level sets and fractile criterion optimization
- A hierarchy of bounds for stochastic mixed-integer programs
- Optimization over stochastic integer efficient set
- A new neural network model for solving random interval linear programming problems
- Probabilistic Models for Linear Programming
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Design of regional production networks for second generation synthetic bio-fuel - A case study in northern Germany
- A goal programming approach for solving the random interval linear programming problem
- An infeasible-point subgradient method using adaptive approximate projections
- On the numerical solution of stochastic optimization problems
- Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization
This page was built for publication: Stochastic linear programming. Models, theory, and computation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1769968)
