The following pages link to (Q4309474):
Displaying 50 items.
- Solving planning and design problems in the process industry using mixed integer and global optimization (Q817211) (← links)
- On the number of stages in multistage stochastic programs (Q827133) (← links)
- Robust approach to restricted items selection problem (Q828685) (← links)
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
- Finding reliable solutions: event-driven probabilistic constraint programming (Q846142) (← links)
- A generic stochastic model for supply-and-return network design (Q850288) (← links)
- Stochastic semidefinite programming: a new paradigm for stochastic optimization (Q862822) (← links)
- An optimization model for stochastic project networks with cash flows (Q867428) (← links)
- Automatic formulation of stochastic programs via an algebraic modeling language (Q871689) (← links)
- Designing delivery districts for the vehicle routing problem with stochastic demands (Q872114) (← links)
- A robust optimization model for multi-site production planning problem in an uncertain environment (Q872258) (← links)
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Stochastic utility-efficient programming of organic dairy farms (Q877654) (← links)
- A decomposition-based solution method for stochastic mixed integer nonlinear programs (Q882650) (← links)
- Algorithms and complexity analysis for robust single-machine scheduling problems (Q906553) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Scheduling at coal handling facilities using simulated annealing (Q953296) (← links)
- A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (Q964982) (← links)
- Extension of VIKOR method for decision making problem with interval numbers (Q967892) (← links)
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse (Q968143) (← links)
- Convergence of optimal solutions about approximation scheme for fuzzy programming with minimum-risk criteria (Q971560) (← links)
- Solving a multi periodic stochastic model of the rail-car fleet sizing by two-stage optimization formulation (Q971990) (← links)
- Natural gas cash-out problem: bilevel stochastic optimization approach (Q976391) (← links)
- A dual-response forwarding approach for containerizing air cargoes under uncertainty, based on stochastic mixed 0-1 programming (Q992591) (← links)
- On stochastic dynamic programming for solving large-scale planning problems under uncertainty (Q1010297) (← links)
- Integral analysis method - IAM (Q1011236) (← links)
- A stochastic programming approach to cash management in banking (Q1011242) (← links)
- The stochastic \(p\)-median problem with unknown cost probability distribution (Q1015317) (← links)
- Transformation of a multi-choice linear programming problem (Q1015797) (← links)
- Modeling and optimizing of strategic and tactical production planning in the automotive industry under uncertainty (Q1017975) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning (Q1038349) (← links)
- Maximizing the net present value of a project under uncertainty (Q1039778) (← links)
- Operations risk management by optimally planning the qualified workforce capacity (Q1039800) (← links)
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming (Q1040974) (← links)
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations (Q1042067) (← links)
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions (Q1042140) (← links)
- A robust transportation signal control problem accounting for traffic dynamics (Q1046701) (← links)
- Duality in stochastic linear and dynamic programming (Q1080363) (← links)
- Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming (Q1094332) (← links)
- Depedent-chance programming: A class of stochastic optimization (Q1130415) (← links)
- Convergence analysis of some methods for minimizing a nonsmooth convex function (Q1265007) (← links)
- Finding robust solutions for product design problems (Q1268225) (← links)
- Stochastic decision making using multiplicative AHP (Q1278653) (← links)
- Stochastic linear programs with restricted recourse (Q1278949) (← links)
- Modelling stochastic decision systems using dependent-chance programming (Q1278950) (← links)
- A cutting-plane approach to mixed 0-1 stochastic integer programs (Q1278962) (← links)
- Stochastic programming, state of the art. 8th international conference, Univ. of British Columbia, Vancouver, Canada, August 8--16, 1998 (Q1289292) (← links)
