Pages that link to "Item:Q4091720"
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The following pages link to On decision rules in stochastic programming (Q4091720):
Displaying 28 items.
- Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
- Primal and dual linear decision rules in stochastic and robust optimization (Q647394) (← links)
- Sparse and constrained stochastic predictive control for networked systems (Q680489) (← links)
- Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling (Q711389) (← links)
- Optimization over state feedback policies for robust control with constraints (Q856496) (← links)
- Efficient robust optimization for robust control with constraints (Q925268) (← links)
- Stochastic programming methods in the response surface methodology (Q957250) (← links)
- On information-augmented chance-constrained programs (Q1076610) (← links)
- A multicut algorithm for two-stage stochastic linear programs (Q1104862) (← links)
- Measures as Lagrange multipliers in multistage stochastic programming (Q1243226) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- Piecewise static policies for two-stage adjustable robust linear optimization (Q1646580) (← links)
- Binary decision rules for multistage adaptive mixed-integer optimization (Q1702781) (← links)
- Multipolar robust optimization (Q1731824) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
- Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization (Q2029922) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- Constant depth decision rules for multistage optimization under uncertainty (Q2239862) (← links)
- Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
- Automatic robust convex programming (Q2885466) (← links)
- Galerkin methods in dynamic stochastic programming (Q3577835) (← links)
- (Q3604331) (← links)
- Stochastic programming in production planning: a case with none-simple recourse (Q4136907) (← links)
- Piecewise convex programs (Q4180143) (← links)
- AN APPROACH TO OPTIMIZATION IN RESPONSE SURFACE METHODOLOGY (Q4540626) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- Adjustable Robust Optimization via Fourier–Motzkin Elimination (Q4971396) (← links)