Multistage quadratic stochastic programming

DOI10.1016/S0377-0427(00)00545-8zbMath0978.90073MaRDI QIDQ5936073

Robert S. Womersley, Karen K. Lau

Publication date: 16 January 2002

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized Newton algorithmpiecewise quadratic functionquadratic stochastic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Stochastic programming (90C15) Methods of quasi-Newton type (90C53)

Related Items

Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results ⋮ Two-stage non-cooperative games with risk-averse players ⋮ On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems ⋮ Multistage quadratic stochastic programming ⋮ Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse ⋮ Continuity and Stability of a Quadratic Mixed-Integer Stochastic Program

Uses Software

• LOQO

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