Pages that link to "Item:Q5169460"
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The following pages link to Robust two-stage stochastic linear programs with moment constraints (Q5169460):
Displaying 12 items.
- On 2-stage robust LP with RHS uncertainty: complexity results and applications (Q628752) (← links)
- A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints (Q1670530) (← 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)
- Robust two-stage combinatorial optimization problems under convex second-stage cost uncertainty (Q2125227) (← 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)
- Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management (Q5085483) (← links)
- Distributionally Robust Two-Stage Stochastic Programming (Q5093642) (← links)
- A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems (Q5858992) (← links)
