Pages that link to "Item:Q3392175"
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The following pages link to A Linear Decision-Based Approximation Approach to Stochastic Programming (Q3392175):
Displaying 14 items.
- Adjustable Robust Optimization Reformulations of Two-Stage Worst-Case Regret Minimization Problems (Q5058052) (← links)
- A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions (Q5084659) (← links)
- Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems (Q5085995) (← links)
- Robust Dual Dynamic Programming (Q5126635) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization (Q5131477) (← links)
- Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems (Q5145606) (← links)
- (Q5202027) (← links)
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies (Q5883596) (← links)
- Decision rule-based method in solving adjustable robust capacity expansion problem (Q6040855) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Target-oriented robust satisficing models for the single machine scheduling problems with release time (Q6568456) (← links)
- Adjustability in robust linear optimization (Q6634535) (← links)
- Designing tractable piecewise affine policies for multi-stage adjustable robust optimization (Q6634537) (← links)
