Pages that link to "Item:Q3757691"

The following pages link to Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (Q3757691):

Displaying 32 items.

• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
• Total variation bounds on the expectation of periodic functions with applications to recourse approximations (Q291034) (← links)
• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• Bounding multi-stage stochastic programs from above (Q689156) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Sublinear upper bounds for stochastic programs with recourse (Q1115346) (← links)
• A numerical method for solving stochastic programming problems with moment constraints on a distribution function (Q1176853) (← links)
• An upper bound for SLP using first and total second moments (Q1178443) (← links)
• Bounding separable recourse functions with limited distribution information (Q1178445) (← links)
• An upper bound on the expectation of simplicial functions of multivariate random variables (Q1194856) (← links)
• The use of discrete moment bounds in probabilistic constrained stochastic programming models (Q1289294) (← links)
• Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
• Applying the minimax criterion in stochastic recourse programs (Q1771344) (← links)
• Monotonic bounds in multistage mixed-integer stochastic programming (Q1789577) (← links)
• Upper bounds for Gaussian stochastic programs (Q1806024) (← links)
• Continuous approximation schemes for stochastic programs (Q1896441) (← links)
• Algorithms for the solution of stochastic dynamic minimax problems (Q1908531) (← links)
• Stability and sensitivity-analysis for stochastic programming (Q2277142) (← links)
• Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
• Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
• Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
• Restricted-recourse bounds for stochastic linear programming (Q2770132) (← links)
• Uncertainties in minimax stochastic programs (Q3111134) (← links)
• Process Flexibility: A Distribution-Free Bound on the Performance of <i>k</i>-Chain (Q3450460) (← links)
• Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
• Bounds for Two-Stage Stochastic Programs with Fixed Recourse (Q4302590) (← links)
• Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation (Q4969331) (← links)
• Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
• Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations (Q5857295) (← links)
• On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)