Towards implementable nonlinear stochastic programming

MaRDI QIDQ3517308zbMATH OpenFDO

Authors Leonidas Sakalauskas

Publication date 12 August 2008

zbMATH Keywords

convergenceMonte-Carlo methodstopping rules

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(14)

• Computing non-stationary \((s, S)\) policies using mixed integer linear programming
• Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
• A Linearization Method for Nonsmooth Stochastic Programming Problems
• Optimality functions in stochastic programming
• scientific article; zbMATH DE number 4089323 (Why is no real title available?)
• Nonlinear stochastic programming-with a case study in continuous switching
• scientific article; zbMATH DE number 3308845 (Why is no real title available?)
• scientific article; zbMATH DE number 2114218 (Why is no real title available?)
• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• Better optimization of nonlinear uncertain systems (bonus): a new algorithm for stochastic programming using reweighting through kernel density estimation
• Efficient sample sizes in stochastic nonlinear programming
• Nonlinear stochastic programming by Monte-Carlo estimators
• Nonlinear stochastic programming involving \textit{CVaR} in the objective and constraints
• Nonanticipativity in stochastic programming

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