Pages that link to "Item:Q4302590"
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The following pages link to Bounds for Two-Stage Stochastic Programs with Fixed Recourse (Q4302590):
Displaying 31 items.
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities (Q296965) (← links)
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Refining bounds for stochastic linear programs with linearly transformed independent random variables (Q1079127) (← links)
- An upper bound for SLP using first and total second moments (Q1178443) (← links)
- Challenges in stochastic programming (Q1363423) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) (← links)
- Management of non-maturing deposits by multistage stochastic programming (Q1410316) (← links)
- Upper bounds for Gaussian stochastic programs (Q1806024) (← links)
- The approximation of separable stochastic programs (Q1893960) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis (Q2084001) (← links)
- On a conservative partition refinement (CPR) method for a class of two-stage stochastic programming problems (Q2091214) (← links)
- On sample average approximation for two-stage stochastic programs without relatively complete recourse (Q2097656) (← links)
- Designing a majorization scheme for the recourse function in two-stage stochastic linear programming (Q2366830) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty (Q2484354) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Restricted-recourse bounds for stochastic linear programming (Q2770132) (← links)
- A Probabilistic Lower Bound for Two-Stage Stochastic Programs (Q3001267) (← links)
- Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints (Q3058501) (← links)
- Uncertainties in minimax stochastic programs (Q3111134) (← links)
- Tight Bounds for Stochastic Convex Programs (Q4022924) (← links)
- Sharp Bounds on the Value of Perfect Information (Q4161091) (← 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)
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound (Q5743615) (← links)
- On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
- Exact Quantization of Multistage Stochastic Linear Problems (Q6188513) (← links)
