Pages that link to "Item:Q2724705"
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The following pages link to Solution of a product substitution problem using stochastic programming (Q2724705):
Displaying 13 items.
- New reformulations for probabilistically constrained quadratic programs (Q296982) (← links)
- An integer programming approach for linear programs with probabilistic constraints (Q847852) (← links)
- A stochastic programming model for optical fiber manufacturing (Q1611511) (← links)
- The solution of stochastic standardization problems (Q1803099) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens (Q2089774) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- Multiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective (Q5085489) (← links)
- A stochastic biomass blending problem in decentralized supply chains (Q6076480) (← links)
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness (Q6114933) (← links)
- Parametric scenario optimization under limited data: a distributionally robust optimization view (Q6600105) (← links)
