The following pages link to SUTIL (Q24251):
Displaying 50 items.
- Approximate stochastic dynamic programming for hydroelectric production planning (Q1683084) (← links)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
- Topological optimization of reliable networks under dependent failures (Q1785625) (← links)
- Solving large quadratic assignment problems on computational grids (Q1849534) (← links)
- Solving large MINLPs on computational grids (Q1863899) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse (Q1992358) (← links)
- The stratified \(p\)-center problem (Q2003436) (← links)
- Underground mine scheduling under uncertainty (Q2031110) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
- Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure (Q2118074) (← links)
- Risk and complexity in scenario optimization (Q2118077) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Predictive stochastic programming (Q2127363) (← links)
- Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation (Q2129194) (← links)
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
- Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
- An ADMM algorithm for two-stage stochastic programming problems (Q2178363) (← links)
- An efficient linear programming based method for the influence maximization problem in social networks (Q2224940) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Exploiting structure in parallel implementation of interior point methods for optimization (Q2271797) (← links)
- Component rationing for available-to-promise scheduling in configure-to-order systems (Q2275600) (← links)
- Some large deviations results for Latin hypercube sampling (Q2276415) (← links)
- Hierarchical MPC schemes for periodic systems using stochastic programming (Q2280846) (← links)
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse (Q2288987) (← links)
- Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation (Q2290926) (← links)
- A smooth penalty-based sample average approximation method for stochastic complementarity problems (Q2346632) (← links)
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
- Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
- On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
- PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
- Parallel distributed-memory simplex for large-scale stochastic LP problems (Q2393649) (← links)
- Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
- Multicut Benders decomposition algorithm for process supply chain planning under uncertainty (Q2442082) (← links)
- On parallelizing dual decomposition in stochastic integer programming (Q2450615) (← links)
- Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- A stochastic programming approach for supply chain network design under uncertainty (Q2484345) (← links)
- Variance reduction in sample approximations of stochastic programs (Q2487848) (← links)
- Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
- Solving a class of stochastic mixed-integer programs with branch and price (Q2502208) (← links)
- A management system for decompositions in stochastic programming (Q2507408) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
