Pages that link to "Item:Q2507410"

The following pages link to Multistage stochastic convex programs: duality and its implications (Q2507410):

Displaying 11 items.

• Dynamic oligopolistic games under uncertainty: A stochastic programming approach (Q959722) (← links)
• Duality and optimality in multistage stochastic programming (Q1289293) (← links)
• A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs (Q1989733) (← links)
• Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS (Q2149952) (← links)
• Multiplier stabilization applied to two-stage stochastic programs (Q2275276) (← links)
• Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems (Q2392810) (← links)
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification (Q2570997) (← links)
• (Q3485520) (← links)
• On stochastic programming ii: dynamic problems under risk^∗ (Q3799818) (← links)
• Dual SDDP for risk-averse multistage stochastic programs (Q6106548) (← links)