Pages that link to "Item:Q297173"
From MaRDI portal
The following pages link to Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173):
Displaying 27 items.
- A numerical method for two-stage stochastic programs under uncertainty (Q410561) (← links)
- Stochastic 0-1 linear programming under limited distributional information (Q935201) (← links)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- The information value and the uncertainties in two-stage uncertain programming with recourse (Q1800338) (← links)
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure (Q2028454) (← links)
- Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
- Empirical analysis and optimization of capital structure adjustment (Q2190250) (← links)
- A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures (Q2190257) (← links)
- Benders decomposition for the distributionally robust optimization of pricing and reverse logistics network design in remanufacturing systems (Q2242249) (← links)
- A model of distributionally robust two-stage stochastic convex programming with linear recourse (Q2295314) (← links)
- Distributionally robust \(L_1\)-estimation in multiple linear regression (Q2311121) (← links)
- Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
- A class of two-stage distributionally robust games (Q2423291) (← links)
- Two-stage stochastic convex programming with linear partial information (Q2815799) (← links)
- Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction (Q2957466) (← links)
- A Linear Decision-Based Approximation Approach to Stochastic Programming (Q3392175) (← links)
- Information input for multi-stage stochastic programs (Q3557588) (← links)
- Technical Note—Multivariate Partial-Expectation Results for Exact Solutions of Two-Stage Problems (Q4602468) (← links)
- Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (Q4971569) (← links)
- Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems (Q5038169) (← links)
- Robust two-stage stochastic linear programs with moment constraints (Q5169460) (← links)
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Mitigating the COVID‐19 pandemic through data‐driven resource sharing (Q6150224) (← links)
- Linear conic and two-stage stochastic optimization revisited via semi-infinite optimization (Q6606315) (← links)
- Risk-averse optimal control model under uncertainty and its modified progressive hedging algorithm (Q6636816) (← links)
