The stochastic programming heritage of Maarten van der Vlerk
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Publication:1989718
DOI10.1007/s10287-018-0335-8zbMath1483.90012OpenAlexW2891162795MaRDI QIDQ1989718
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Publication date: 29 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-018-0335-8
Biographies, obituaries, personalia, bibliographies (01A70) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
Cites Work
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- Collective adjustment of pension rights in ALM models
- Integrated chance constraints: reduced forms and an algorithm
- A two-stage model for a day-ahead paratransit planning problem
- Modelling aspects of distributed processing in telecommunication networks
- Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
- Stochastic programming with simple integer recourse
- Convex approximations for complete integer recourse models
- On the convex hull of the simple integer recourse objective function
- An algorithm for the construction of convex hulls in simple integer recourse programming
- Convex approximations for a class of mixed-integer recourse models
- Exact solutions to a class of stochastic generalized assignment problems
- Simple integer recourse models: convexity and convex approximations
- Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound
- Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
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