Pages that link to "Item:Q1403291"

The following pages link to Stochastic programming with integer variables (Q1403291):

Displaying 36 items.

• A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
• Designing a two-echelon distribution network under demand uncertainty (Q2272305) (← links)
• Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and~gradual uncertainty resolution (Q2393472) (← links)
• Deviation measures in linear two-stage stochastic programming (Q2433239) (← links)
• The design of robust value-creating supply chain networks (Q2454337) (← links)
• Workforce planning at USPS mail processing and distribution centers using stochastic optimization (Q2468733) (← links)
• A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes (Q2480254) (← links)
• On deviation measures in stochastic integer programming (Q2488193) (← links)
• Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming (Q2490333) (← links)
• Convexity and decomposition of mean-risk stochastic programs (Q2492670) (← links)
• Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach (Q2502202) (← links)
• A class of stochastic programs with decision dependent uncertainty (Q2502206) (← links)
• A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment (Q2575245) (← links)
• Conditional value-at-risk in stochastic programs with mixed-integer recourse (Q2583132) (← links)
• A family of stochastic programming test problems based on a model for tactical manpower planning (Q2583506) (← links)
• An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects (Q2654324) (← links)
• Disjunctive decomposition for two-stage stochastic mixed-binary programs with generalized upper bound constraints (Q2815438) (← links)
• On bridging the gap between stochastic integer programming and MIP solver technologies (Q2890409) (← links)
• Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
• On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
• Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
• <i>K</i>-Adaptability in Two-Stage Robust Binary Programming (Q3465590) (← links)
• Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights (Q3565463) (← links)
• (Q3585635) (← links)
• (Q3818133) (← links)
• Stochastic Simulation on Integer Constraint Sets (Q4229472) (← links)
• Structuring Bilateral Energy Contract Portfolios in Competitive Markets (Q4613822) (← links)
• Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation (Q4613825) (← links)
• The integer programming background of a stochastic integer programming algorithm of dentcheva‐prékopa‐ruszczyński (Q4709738) (← links)
• Multiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective (Q5085489) (← links)
• Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• On solving strong multistage nonsymmetric stochastic mixed 0-1 problems (Q5176358) (← links)
• On a Level-Set Characterization of the Value Function of an Integer Program and Its Application to Stochastic Programming (Q5301143) (← links)
• A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound (Q5743615) (← links)
• On greedy approximation algorithms for a class of two-stage stochastic assignment problems (Q5746684) (← links)