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The following pages link to Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (Q3798480):

Displaying 35 items.

Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
Bounds in multi-horizon stochastic programs (Q827134) (← links)
Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
Statistical verification of optimality conditions for stochastic programs with recourse (Q1178441) (← links)
An upper bound for SLP using first and total second moments (Q1178443) (← links)
Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) (← links)
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs (Q1207838) (← links)
Multi-stage stochastic linear programs for portfolio optimization (Q1313141) (← links)
Inexact subgradient methods with applications in stochastic programming (Q1315432) (← links)
SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
An iterative algorithm to bound partial moments (Q1729329) (← links)
Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
Restricted recourse strategies for bounding the expected network recourse function (Q1918432) (← links)
A primal-dual approach to inexact subgradient methods (Q1919096) (← links)
An upper bound on the expected value of a non-increasing convex function with convex marginal return functions (Q1919193) (← links)
A hierarchy of bounds for stochastic mixed-integer programs (Q1949254) (← links)
Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
Solving two-stage stochastic programming problems with level decomposition (Q2468771) (← links)
Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
MINIMIZING MAKESPAN IN A MULTICLASS FLUID NETWORK WITH PARAMETER UNCERTAINTY (Q3183125) (← links)
(Q3806992) (← links)
Sharp Bounds on the Value of Perfect Information (Q4161091) (← links)
Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
On the role of bounds in stochastic linear programming (Q4484947) (← links)
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)