Pages that link to "Item:Q3354472"

The following pages link to Scenarios and Policy Aggregation in Optimization Under Uncertainty (Q3354472):

Displaying 50 items.

• Decomposition algorithm for large-scale two-stage unit-commitment (Q271986) (← links)
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (Q291039) (← links)
• A hybrid scenario cluster decomposition algorithm for supply chain tactical planning under uncertainty (Q322919) (← links)
• Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic (Q323187) (← links)
• Progressive hedging applied as a metaheuristic to schedule production in open-pit mines accounting for reserve uncertainty (Q323260) (← links)
• Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design (Q336890) (← links)
• Optimal booking and scheduling in outpatient procedure centers (Q337067) (← links)
• Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure (Q337541) (← links)
• Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization (Q339591) (← links)
• Two-stage stochastic programming supply chain model for biodiesel production via wastewater treatment (Q342004) (← links)
• Cluster Lagrangean decomposition in multistage stochastic optimization (Q342253) (← links)
• Design of non-parametric process-specific optimal tuning rules for PID control of flow loops (Q398478) (← links)
• A multivariate adaptive regression splines cutting plane approach for solving a two-stage stochastic programming fleet assignment model (Q421728) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
• Stochastic programming approach for energy management in electric microgrids (Q478949) (← links)
• Evaluating policies in risk-averse multi-stage stochastic programming (Q494328) (← links)
• An augmented Lagrangian method for distributed optimization (Q494348) (← links)
• Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
• Decomposition methods for a spatial model for long-term energy pricing problem (Q522102) (← links)
• A stochastic bi-objective location model for strategic reverse logistics (Q611007) (← links)
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (Q645501) (← links)
• Forestry management under uncertainty (Q666469) (← links)
• Design of insurance contracts using stochastic programming in forestry planning (Q666485) (← links)
• A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market (Q681459) (← links)
• Bounding multi-stage stochastic programs from above (Q689156) (← links)
• Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
• Management of water resource systems in the presence of uncertainties by nonlinear approximation techniques and deterministic sampling (Q711389) (← links)
• Stochastic set packing problem (Q713096) (← links)
• On efficient matheuristic algorithms for multi-period stochastic facility location-assignment problems (Q721958) (← links)
• Stochastic decomposition applied to large-scale hydro valleys management (Q724025) (← links)
• Stochastic optimization models in forest planning: a progressive hedging solution approach (Q748577) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Two-stage stochastic variational inequality arising from stochastic programming (Q779877) (← links)
• A heuristic procedure for stochastic integer programs with complete recourse (Q819082) (← links)
• Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage (Q827111) (← links)
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
• On the number of stages in multistage stochastic programs (Q827133) (← links)
• Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
• A local convergence analysis of bilevel decomposition algorithms (Q833417) (← links)
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
• On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming (Q839882) (← links)
• BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems (Q839891) (← links)
• On a stochastic sequencing and scheduling problem (Q875406) (← links)
• Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
• Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition (Q904957) (← links)
• A pricing mechanism for resource management in grid computing (Q928162) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (Q964982) (← links)
• Solving stochastic transportation network protection problems using the progressive hedging-based method (Q972438) (← links)