Pages that link to "Item:Q1289293"
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The following pages link to Duality and optimality in multistage stochastic programming (Q1289293):
Displaying 21 items.
- On duality for mathematical programs with vanishing constraints (Q338925) (← links)
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
- Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management (Q1176857) (← links)
- Dual decomposition in stochastic integer programming (Q1306366) (← links)
- Duality gaps in nonconvex stochastic optimization (Q1764248) (← links)
- Duality and martingales: a stochastic programming perspective on contingent claims (Q1849531) (← links)
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
- Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
- New dualities for mathematical programs with vanishing constraints (Q2178310) (← links)
- Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
- Partially observable multistage stochastic programming (Q2661508) (← links)
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (Q3028727) (← links)
- On stochastic programming ii: dynamic problems under risk<sup>∗</sup> (Q3799818) (← links)
- Large-scale extended linear-quadratic programming and multistage optimization (Q3975058) (← links)
- Stochastic programming, cooperation, and risk exchange (Q4709735) (← links)
- A SPLITTING METHOD FOR COMPOSITE MAPPINGS (Q4806006) (← links)
- Periodical Multistage Stochastic Programs (Q5116550) (← links)
- Dual SDDP for risk-averse multistage stochastic programs (Q6106548) (← links)
- Duality and sensitivity analysis of multistage linear stochastic programs (Q6112560) (← links)
- Wolfe-type duality for mathematical programs with switching constraints (Q6544922) (← links)
- Wolfe type duality on quasidifferentiable mathematical programs with vanishing constraints (Q6658850) (← links)
