Pages that link to "Item:Q4354934"

The following pages link to State-of-the-Art-Survey—Stochastic Programming: Computation and Applications (Q4354934):

Displaying 50 items.

• Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
• A sample average approximation method for disassembly line balancing problem under uncertainty (Q337118) (← links)
• An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
• Stochastic second-order cone programming: applications models (Q693671) (← links)
• A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach (Q723935) (← links)
• Solving planning and design problems in the process industry using mixed integer and global optimization (Q817211) (← links)
• A heuristic procedure for stochastic integer programs with complete recourse (Q819082) (← links)
• A two-stage stochastic programming approach for project planning with uncertain activity durations (Q835555) (← links)
• Stochastic semidefinite programming: a new paradigm for stochastic optimization (Q862822) (← links)
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty (Q889106) (← links)
• Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
• Capturing incomplete information in resource allocation problems through numerical patterns (Q1011259) (← links)
• Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations (Q1042067) (← links)
• A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling (Q1043366) (← links)
• Challenges in stochastic programming (Q1363423) (← links)
• Multistage stochastic programming model for electric power capacity expansion problem (Q1433514) (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
• Log-barrier method for two-stage quadratic stochastic programming (Q1774842) (← links)
• Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
• A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394) (← links)
• Projection and discretization methods in stochastic programming (Q1893962) (← links)
• Applications of stochastic programming under incomplete information (Q1893965) (← links)
• Minimax regret strategies for greenhouse gas abatement: Methodology and application (Q1970416) (← links)
• A stochastic dynamic multiobjective model for sustainable decision making (Q2212285) (← links)
• An approach to the valuation and decision of ERP investment projects based on real options (Q2271846) (← links)
• Computations in stochastic programming (Q2355197) (← links)
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
• Integrating long-term care insurance purchase decisions with saving and investment for retirement (Q2463570) (← links)
• A class of stochastic programs with decision dependent uncertainty (Q2502206) (← links)
• A splitting method for stochastic programs (Q2507416) (← links)
• A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
• Hanford waste blending and the value of research: Stochastic optimization as a policy tool (Q2755456) (← links)
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• Random test problems and parallel methods for quadratic programs and quadratic stochastic programs^∗ (Q4514287) (← links)
• Stochastic unit commitment problem (Q4654429) (← links)
• CALIBRATED OPTION BOUNDS (Q4675929) (← links)
• GLOBAL CONVERGENCE OF A GENERAL SAMPLING ALGORITHM FOR DYNAMIC NONLINEAR STOCHASTIC PROGRAMS (Q4787838) (← links)
• Multiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective (Q5085489) (← links)
• Solving Stochastic and Bilevel Mixed-Integer Programs via a Generalized Value Function (Q5129216) (← links)
• Scenario aggregation for supply chain quantity-flexibility contract (Q5172509) (← links)
• Robust optimization applied to uncertain production loading problems with import quota limits under the global supply chain management environment (Q5478835) (← links)
• Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
• Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming (Q6052061) (← links)