Pages that link to "Item:Q2796801"

The following pages link to Bounds and approximations for multistage stochastic programs (Q2796801):

Displaying 47 items.

• Bounds in multistage linear stochastic programming (Q467481) (← links)
• Bounding multi-stage stochastic programs from above (Q689156) (← links)
• A stochastic multi-stage fixed charge transportation problem: worst-case analysis of the rolling horizon approach (Q723935) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Bounds in multi-horizon stochastic programs (Q827134) (← links)
• The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate (Q1026536) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation (Q1289298) (← links)
• Improving aggregation bounds for two-stage stochastic programs (Q1306461) (← links)
• Inference of statistical bounds for multistage stochastic programming problems (Q1423707) (← links)
• A stochastic programming model for a tactical solid waste management problem (Q1622822) (← links)
• A note on sample complexity of multistage stochastic programs (Q1694765) (← links)
• Two-stage stochastic modeling of transportation outsourcing plans for transshipment centers (Q1743642) (← links)
• Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
• Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
• Generalized bounds for convex multistage stochastic programs. (Q1884597) (← links)
• Simulation-based confidence bounds for two-stage stochastic programs (Q1949266) (← links)
• The value of the right distribution in stochastic programming with application to a Newsvendor problem (Q2010381) (← links)
• Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs (Q2069234) (← links)
• Two-stage stochastic standard quadratic optimization (Q2077956) (← links)
• A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment (Q2140274) (← links)
• Multi-stage stochastic programming for demand response optimization (Q2185536) (← links)
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
• Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (Q2450902) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• On complexity of multistage stochastic programs (Q2583700) (← links)
• Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
• (Q2762572) (← links)
• A Probabilistic Lower Bound for Two-Stage Stochastic Programs (Q3001267) (← links)
• Bounding procedures for multistage stochastic dynamic networks (Q3141765) (← links)
• Sequential Bounding Methods for Two-Stage Stochastic Programs (Q3186665) (← links)
• An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
• (Q3485520) (← links)
• A branch-and-bound method for multistage stochastic integer programs with risk objectives (Q3498593) (← links)
• Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
• Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (Q4979862) (← links)
• Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs (Q5139855) (← links)
• A Scalable Bounding Method for Multistage Stochastic Programs (Q5348474) (← links)
• A class of efficiently solvable multistage optimization problems under uncertainty and applications (Q5382710) (← links)
• (Q5687689) (← links)
• A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW (Q5741479) (← links)
• The double exponential runtime is tight for 2-stage stochastic ILPs (Q5925653) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
• Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
• Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)
• Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
• A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)