Pages that link to "Item:Q3703592"
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The following pages link to Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (Q3703592):
Displaying 50 items.
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Stochastic programming analysis and solutions to schedule overcrowded operating rooms in China (Q342461) (← links)
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- An inventory-theory-based inexact multistage stochastic programming model for water resources management (Q473701) (← links)
- Stochastic and semidefinite optimization for scheduling in orthogonal frequency division multiple access networks (Q490355) (← links)
- Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
- A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
- Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs (Q662860) (← links)
- Augmented Lagrangian method within L-shaped method for stochastic linear programs (Q669327) (← links)
- Modeling vehicle routing with uncertain demands as a stochastic program: Properties of the corresponding solution (Q684320) (← links)
- Bounding multi-stage stochastic programs from above (Q689156) (← links)
- Parallel processors for planning under uncertainty (Q751510) (← links)
- Applying the progressive hedging algorithm to stochastic generalized networks (Q811327) (← links)
- On the number of stages in multistage stochastic programs (Q827133) (← links)
- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning (Q827142) (← links)
- Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- A decomposition-based solution method for stochastic mixed integer nonlinear programs (Q882650) (← links)
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty (Q889106) (← links)
- MSLiP: A computer code for the multistage stochastic linear programming problem (Q914552) (← links)
- Enhancements of two-stage stochastic decomposition (Q1010300) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- Multistage stochastic programming with fuzzy probability distribution (Q1043313) (← links)
- Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
- A multicut algorithm for two-stage stochastic linear programs (Q1104862) (← links)
- Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
- Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857) (← links)
- An exact penalty algorithm for recourse-constrained stochastic linear programs (Q1194451) (← links)
- Production planning in stochastic demand environments (Q1197739) (← links)
- Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
- Intelligent control and optimization under uncertainty with application to hydro power (Q1278637) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- Some advances in decomposition methods for stochastic linear programming (Q1289300) (← links)
- A branch and bound method for stochastic global optimization (Q1290672) (← links)
- Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
- Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
- Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm (Q1317085) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
- A clustering heuristic to detect staircase structures in large scale linear programming models (Q1331570) (← links)
- Finite master programs in regularized stochastic decomposition (Q1341566) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← 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)
- Solving sequences of refined multistage stochastic linear programs (Q1417776) (← links)
- \(L\)-shaped algorithm for two stage problems of stochastic convex programming (Q1429354) (← links)
