The following pages link to SUTIL (Q24251):
Displaying 50 items.
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization (Q2515032) (← links)
- On complexity of multistage stochastic programs (Q2583700) (← links)
- Optimal threshold levels in stochastic fluid models via simulation-based optimization (Q2643631) (← links)
- Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities (Q2669630) (← links)
- Robust planning for an open-pit mining problem under ore-grade uncertainty (Q2840676) (← links)
- Optimal budget allocation for sample average approximation (Q2846430) (← links)
- An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization (Q2875018) (← links)
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach (Q2884290) (← links)
- Kestrel: an interface from optimization modeling systems to the NEOS server (Q2901033) (← links)
- Fast approaches to robust railway timetabling (Q2917367) (← links)
- (Q2934726) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- Simulation-Based Optimality Tests for Stochastic Programs (Q3001269) (← links)
- Uncertainty feature optimization: An implicit paradigm for problems with noisy data (Q3008922) (← links)
- The Generation of Experimental Data for Computational Testing in Optimization (Q3064516) (← links)
- A Stochastic Programming Duality Approach to Inventory Centralization Games (Q3100388) (← links)
- Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse (Q3100401) (← links)
- Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse (Q3100464) (← links)
- Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (Q3100504) (← links)
- Designing Optimal Spectral Filters for Inverse Problems (Q3116478) (← links)
- Reformulation and sampling to solve a stochastic network interdiction problem (Q3184597) (← links)
- A Sequential Sampling Procedure for Stochastic Programming (Q3225919) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach (Q3466780) (← links)
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation (Q3507704) (← links)
- Robust stochastic programming with uncertain probabilities (Q3524435) (← links)
- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling (Q3629505) (← links)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints (Q3629512) (← links)
- Challenges in Enterprise Wide Optimization for the Process Industries (Q3638498) (← links)
- Robust Stochastic Approximation Approach to Stochastic Programming (Q3648521) (← links)
- On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs (Q3648533) (← links)
- Monte Carlo sampling approach to stochastic programming (Q4452116) (← links)
- Approximation Algorithms for Stochastic and Risk-Averse Optimization (Q4601213) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- On a Class of Minimax Stochastic Programs (Q4651991) (← links)
- An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides (Q4899009) (← links)
- Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients (Q4995055) (← links)
- Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support (Q5003210) (← links)
- Kernel Entropy Discriminant Analysis for Dimension Reduction (Q5045350) (← links)
- Surgery Sequencing Coordination with Recovery Resource Constraints (Q5086020) (← links)
- General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension (Q5087110) (← links)
- Efficient Stochastic Programming in Julia (Q5106388) (← links)
- On Feasibility of Sample Average Approximation Solutions (Q5116547) (← links)
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (Q5131710) (← links)
- Stochastic polynomial optimization (Q5210742) (← links)
- Learning regularization parameters for general-form Tikhonov (Q5348006) (← links)
- Approximation Algorithms for 2-Stage Stochastic Optimization Problems (Q5385968) (← links)
- (Q5416137) (← links)
- (Q5444109) (← links)
- Order Scheduling Models: Hardness and Algorithms (Q5458825) (← links)
