Pages that link to "Item:Q3643498"
From MaRDI portal
The following pages link to Lectures on Stochastic Programming (Q3643498):
Displaying 50 items.
- Postponed two-pricing and ordering opportunity for selling a single season inventoried product (Q1730567) (← links)
- Nonparametric shape-restricted regression (Q1730903) (← links)
- Computation of weighted sums of rewards for concurrent MDPs (Q1731592) (← links)
- Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem (Q1734824) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- A distributed one-step estimator (Q1739027) (← links)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Subdifferential characterization of probability functions under Gaussian distribution (Q1739033) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- A multicriteria optimization model for sustainable forest management under climate change uncertainty: an application in Portugal (Q1744484) (← links)
- On the on-line maintenance scheduling problem (Q1744635) (← links)
- A two-stage stochastic programming approach for influence maximization in social networks (Q1744898) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Variable sample size method for equality constrained optimization problems (Q1749777) (← links)
- Robust decision making using a general utility set (Q1750483) (← links)
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
- A unified approach to uncertain optimization (Q1753451) (← links)
- Cell-and-bound algorithm for chance constrained programs with discrete distributions (Q1753452) (← links)
- The multi-sourcing location inventory problem with stochastic demand (Q1754058) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665) (← links)
- A multi-stage stochastic optimization model of a pastoral dairy farm (Q1755408) (← links)
- Carrots, sticks and fog during insurgencies (Q1758183) (← links)
- Maximizing expected utility over a knapsack constraint (Q1785738) (← links)
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
- Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
- Likelihood robust optimization for data-driven problems (Q1789597) (← links)
- On the average performance of the adjustable RO and its use as an offline tool for multi-period production planning under uncertainty (Q1789600) (← links)
- Flow-based formulations for operational fixed interval scheduling problems with random delays (Q1789616) (← links)
- A topologically valid definition of depth for functional data (Q1790314) (← links)
- Adaptive racing ranking-based immune optimization approach solving multi-objective expected value programming (Q1797827) (← links)
- Solving 0-1 semidefinite programs for distributionally robust allocation of surgery blocks (Q1800441) (← links)
- A look at the past and present of optimization - an editorial (Q1926685) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Robust risk management (Q1926976) (← links)
- Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand (Q1926991) (← links)
- A smoothing SAA method for a stochastic mathematical program with complementarity constraints. (Q1928176) (← links)
- Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions (Q1930995) (← links)
- Augmented Lagrangian method for probabilistic optimization (Q1931647) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Energy contracts management by stochastic programming techniques (Q1931657) (← links)
- Some equilibrium problems under uncertainty and random variational inequalities (Q1931665) (← links)
- Decision making and optimization in changeable spaces, a new paradigm (Q1935271) (← links)
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection (Q1935293) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Robust solutions of quadratic optimization over single quadratic constraint under interval uncertainty (Q1941033) (← links)
