Pages that link to "Item:Q3643498"
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The following pages link to Lectures on Stochastic Programming (Q3643498):
Displaying 50 items.
- Improved bounds on sample size for implicit matrix trace estimators (Q887152) (← links)
- Schur properties of convolutions of gamma random variables (Q889154) (← links)
- Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion (Q896177) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Data-driven robust chance constrained problems: a mixture model approach (Q1626548) (← links)
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information (Q1634284) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- A fair division approach to humanitarian logistics inspired by conditional value-at-risk (Q1640048) (← links)
- Active network management for electrical distribution systems: problem formulation, benchmark, and approximate solution (Q1642966) (← links)
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem (Q1646189) (← links)
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods (Q1646571) (← links)
- Online spatio-temporal matching in stochastic and dynamic domains (Q1648078) (← links)
- Relaxations and approximations of chance constraints under finite distributions (Q1650766) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times (Q1651660) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Flexible solutions to maritime inventory routing problems with delivery time windows (Q1652459) (← links)
- Stochastic maximum flow interdiction problems under heterogeneous risk preferences (Q1652509) (← links)
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design (Q1652658) (← links)
- Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
- Exploring the potential use of the Birnbaum-Saunders distribution in inventory management (Q1666680) (← links)
- Distributionally robust chance constrained problem under interval distribution information (Q1670537) (← links)
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach (Q1680960) (← links)
- Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (Q1680969) (← links)
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems (Q1680973) (← links)
- Quantitative stability analysis of stochastic quasi-variational inequality problems and applications (Q1680974) (← links)
- Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems (Q1681261) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Risk tomography (Q1681334) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) (← links)
- Dual dynamic programming with cut selection: convergence proof and numerical experiments (Q1698882) (← links)
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures (Q1702390) (← links)
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter (Q1703468) (← links)
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
- (Sub-)differentiability of probability functions with elliptical distributions (Q1711093) (← links)
- On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints (Q1717231) (← links)
- Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems (Q1719328) (← links)
- Stochastic separated continuous conic programming: strong duality and a solution method (Q1719330) (← links)
- Sample average approximation for the continuous type principal-agent problem (Q1719641) (← links)
- An implementable SAA nonlinear Lagrange algorithm for constrained minimax stochastic optimization problems (Q1721098) (← links)
- Stationary gas networks with compressor control and random loads: optimization with probabilistic constraints (Q1721454) (← links)
- Stability analysis of stochastic generalized equation via Brouwer's fixed point theorem (Q1721562) (← links)
- Multistage portfolio optimization with multivariate dominance constraints (Q1722747) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
