Pages that link to "Item:Q2564096"

The following pages link to Stochastic decomposition. A statistical method for large scale stochastic linear programming (Q2564096):

Displaying 50 items.

• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• Perspectives of approximate dynamic programming (Q333093) (← links)
• A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model (Q421728) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation (Q429477) (← links)
• Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
• Mathematical programming models for joint simulation-optimization applied to closed queueing networks (Q499306) (← links)
• Optimality functions in stochastic programming (Q715095) (← links)
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
• Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
• Approximations of Nash equilibria (Q959971) (← links)
• Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
• On stochastic dynamic programming for solving large-scale planning problems under uncertainty (Q1010297) (← links)
• Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
• A stochastic gradient type algorithm for closed-loop problems (Q1013967) (← 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)
• Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
• Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
• Decomposition methods in stochastic programming (Q1365061) (← links)
• Distributed decision making----a unified approach. (Q1405226) (← links)
• BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs. (Q1410308) (← links)
• Nonsmooth-optimization methods in problems of stochastic programming (Q1580189) (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
• Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
• Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
• Shape constraints in economics and operations research (Q1730901) (← links)
• A branch-and-cluster coordination scheme for selecting prison facility sites under uncertainty (Q1761157) (← links)
• A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066) (← links)
• Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
• Short-term robustness of production management systems: A case study. (Q1810538) (← links)
• Mathematical programming formulations for approximate simulation of multistage production systems (Q1926696) (← links)
• The stochastic interdiction median problem with disruption intensity levels (Q1945089) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• Online stochastic optimization under time constraints (Q1958625) (← links)
• A stochastic programming model for service scheduling with uncertain demand: an application in open-access clinic scheduling (Q1981952) (← links)
• Predictive stochastic programming (Q2127363) (← links)
• Stochastic optimization in supply chain networks: averaging robust solutions (Q2182771) (← links)
• Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
• A stochastic planning framework for the discovery of complementary, agricultural systems (Q2273927) (← links)
• On sample size control in sample average approximations for solving smooth stochastic programs (Q2376122) (← links)
• A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm (Q2383130) (← links)
• A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming (Q2434991) (← links)
• Confidence level solutions for stochastic programming (Q2440765) (← links)
• Genetic algorithm based technique for solving chance constrained problems (Q2464197) (← links)
• Assessing solution quality in stochastic programs (Q2502212) (← links)
• Two-stage stochastic problems with correlated normal variables: computational experiences (Q2507407) (← links)
• Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
• Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
• The empirical behavior of sampling methods for stochastic programming (Q2507414) (← links)
• Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)