The following pages link to (Q3840423):
Displaying 42 items.
- Solving linear unconstrained problems of combinatorial optimization on arrangements under stochastic uncertainty (Q334254) (← links)
- An effective heuristic for multistage linear programming with a stochastic right-hand side (Q337144) (← links)
- Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253) (← links)
- Service level robustness in stochastic production planning under random machine breakdowns (Q421490) (← links)
- On the expected value of stochastic linear programs and (dynamic) network flow problems (Q579134) (← links)
- MSLiP: A computer code for the multistage stochastic linear programming problem (Q914552) (← links)
- A robust approach to the chance-constrained knapsack problem (Q957372) (← links)
- Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning (Q1038349) (← links)
- Studying the interdependence of contractual and operational flexibilities in the market of specialty chemicals (Q1042056) (← links)
- On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse. (Q1298755) (← links)
- Solving stochastic programming problems via Kalman filter and affine scaling (Q1388843) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- Assigning resources and targets to an organization's activities (Q1926796) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
- Single-path routing of stochastic flows in networks (Q2275571) (← links)
- The scenario approach for stochastic model predictive control with bounds on closed-loop constraint violations (Q2342423) (← links)
- Improving constants of strong convexity in linear stochastic programming (Q2670477) (← links)
- A Linearization Method for Nonsmooth Stochastic Programming Problems (Q3026759) (← links)
- Random Procedures for Nonredundant Constraint Identification in Stochastic Linear Programs (Q3217951) (← links)
- (Q3372253) (← links)
- On solving stochastic MADM problems (Q3655028) (← links)
- (Q3737239) (← links)
- (Q3770285) (← links)
- (Q3820377) (← links)
- (Q3839295) (← links)
- Stochastic linear programming method for right-hand sides random vector (Q3978571) (← links)
- Robust Solutions in Stochastic Linear Programming (Q3983498) (← links)
- (Q3992857) (← links)
- Parameterization of single-step problems in linear stochastic programming (Q4733667) (← links)
- Satisficing techniques in stochastic linear programming (Q4764854) (← links)
- Fast scenario reduction by conditional scenarios in two-stage stochastic MILP problems (Q5038169) (← links)
- Solving the multi-objective stochastic interval-valued linear fractional integer programming problem (Q5064366) (← links)
- (Q5202027) (← links)
- Computation of some stochastic linear programming problems with Cauchy and extreme value distributions (Q5460581) (← links)
- (Q5580068) (← links)
- (Q5589747) (← links)
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application (Q6114903) (← links)
- Trajectory following dynamic programming algorithms without finite support assumptions (Q6137271) (← links)
- Optimality Analysis for Stochastic LP Problems (Q6487356) (← links)
- A framework of distributionally robust possibilistic optimization (Q6570732) (← links)
