Pages that link to "Item:Q3354472"

The following pages link to Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472):

Displaying 50 items.

• A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
• Mathematical programming approaches for generating \(p\)-efficient points (Q992653) (← links)
• A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems (Q1010269) (← links)
• On stochastic dynamic programming for solving large-scale planning problems under uncertainty (Q1010297) (← links)
• Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
• A survey on metaheuristics for stochastic combinatorial optimization (Q1024034) (← links)
• Tracking error: a multistage portfolio model (Q1026537) (← links)
• An XML-based schema for stochastic programs (Q1026581) (← links)
• Analysis of stochastic problem decomposition algorithms in computational grids (Q1026583) (← 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)
• Enhanced-interval linear programming (Q1042144) (← links)
• Supply chain design under uncertainty using sample average approximation and dual decomposition (Q1042158) (← links)
• Using scenario trees and progressive hedging for stochastic inventory routing problems (Q1044243) (← links)
• CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty (Q1124728) (← links)
• Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
• Structural properties of the progressive hedging algorithm (Q1176858) (← links)
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators (Q1198734) (← links)
• A diagonal quadratic approximation method for large scale linear programs (Q1200793) (← links)
• Survey of mathematical programming models in air pollution management (Q1278448) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
• A variable-penalty alternating directions method for convex optimization (Q1290650) (← links)
• A branch and bound method for stochastic global optimization (Q1290672) (← links)
• Robust solutions of uncertain linear programs (Q1306344) (← links)
• Dual decomposition in stochastic integer programming (Q1306366) (← links)
• Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint (Q1308878) (← links)
• Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
• Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
• Data parallel computing for network-structured optimization problems (Q1328430) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Duality and statistical tests of optimality for two stage stochastic programs (Q1363429) (← links)
• Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
• A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• Grey integer programming: an application to waste management planning under uncertainty (Q1388852) (← links)
• Solving long-term financial planning problems via global optimization (Q1391442) (← links)
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs. (Q1410308) (← links)
• Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
• A stochastic 0-1 program based approach for the air traffic flow management problem (Q1579461) (← links)
• New strategies for stochastic resource-constrained project scheduling (Q1617288) (← links)
• New solution approaches for the capacitated supplier selection problem with total quantity discount and activation costs under demand uncertainty (Q1628038) (← links)
• Chance-constrained economic dispatch with renewable energy and storage (Q1639716) (← links)
• Optimization methods for petroleum fields development and production systems: a review (Q1642989) (← links)
• Monotone operator theory in convex optimization (Q1650774) (← links)
• Stochastic programming for qualification management of parallel machines in semiconductor manufacturing (Q1652146) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363) (← links)
• A stochastic production planning problem in hybrid manufacturing and remanufacturing systems with resource capacity planning (Q1675586) (← links)
• Two-stage stochastic variational inequalities: an ERM-solution procedure (Q1680962) (← links)
• Stochastic variational inequalities: single-stage to multistage (Q1680970) (← links)