The following pages link to (Q4302591):
Displaying 13 items.
- Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- Implementing bounds-based approximations in convex-concave two-stage stochastic programming (Q1363431) (← links)
- The approximation of separable stochastic programs (Q1893960) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- Problem-based optimal scenario generation and reduction in stochastic programming (Q2118075) (← links)
- Aggregation and discretization in multistage stochastic programming (Q2476988) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- (Q3604331) (← 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)
- On the safe side of stochastic programming: bounds and approximations (Q6056888) (← links)
- Trajectory following dynamic programming algorithms without finite support assumptions (Q6137271) (← links)
