Pages that link to "Item:Q2118081"
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The following pages link to Two-stage linear decision rules for multi-stage stochastic programming (Q2118081):
Displaying 15 items.
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- Stochastic two-stage programming (Q1310805) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
- Constant depth decision rules for multistage optimization under uncertainty (Q2239862) (← links)
- Deviation measures in linear two-stage stochastic programming (Q2433239) (← links)
- Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
- Joint dynamic probabilistic constraints with projected linear decision rules (Q4594843) (← links)
- (Q4934192) (← links)
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse (Q4971014) (← links)
- ROC++: Robust Optimization in C++ (Q5060773) (← links)
- Robust two-stage stochastic linear programs with moment constraints (Q5169460) (← links)
- On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies (Q5883596) (← links)
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)
- Solving multistage stochastic linear programming via regularized linear decision rules: an application to hydrothermal dispatch planning (Q6167762) (← links)
