Pages that link to "Item:Q4022924"
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The following pages link to Tight Bounds for Stochastic Convex Programs (Q4022924):
Displaying 17 items.
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities (Q296965) (← links)
- Restricted Bayes strategies for convex stochastic programs (Q801815) (← links)
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions (Q1042140) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Conditioning of convex piecewise linear stochastic programs (Q1396811) (← links)
- Generalized bounds for convex multistage stochastic programs. (Q1884597) (← links)
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Bounding the variance of the approximation error. (Q2756275) (← links)
- (Q3328290) (← links)
- (Q3787791) (← links)
- Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs (Q4624928) (← links)
- Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (Q4971381) (← links)
- (Q4998940) (← links)
- An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (Q5501230) (← links)
- On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization (Q6202764) (← links)
