SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space
8 references·0 citing·22 second hop
Multistage Stochastic Programming with Recourse As Mathematical Programming in an $L_p $ Space (1976)Multistage Stochastic Programming with Re…Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem (1976)Multistage Stochastic Program…Discretizations of multistage stochastic programming problems (1976)Discretizations of multistage…Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space (1975)Duality for Stochastic Progra…Continuous versus measurable recourse in N-stage stochastic programming (1974)Continuous versus measurable …Stochastic Programs with Recourse (1967)Stochastic Programs with Reco…Programming Under Uncertainty: The Solution Set (1966)Programming Under Uncertainty…Programming Under Uncertainty: The Equivalent Convex Program (1966)Programming Under Uncertainty…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Inequalities for Stochastic Linear Programming Problems (1960)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Algorithms for stochastic programs: The case of nonstochastic tenders (1986)Stochastic Linear Programming Models (1986)Multistage Stochastic Programming: Error Analysis for the Convex Case (1994)Planning Production, Inventories, and Work Force (1962)Planning Production, Inventories, and Work Force. (1962)Measures as Lagrange multipliers in multistage stochastic programming (1977)On the Solution of Two-stage Linear Programs under Uncertainty (1961)The Value of Information and Stochastic Programming (1970)On decision rules in stochastic programming (1974)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Linear Programming Under Uncertainty (2004)Tight Bounds for Stochastic Convex Programs (1992)Stability in multistage stochastic programming (1995)Tree Approximations of Dynamic Stochastic Programs (2007)Stochastic models and methods of optimization (1976)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)A disaggregation algorithm for the optimization of stochastic planning models (1997)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)
this work references cited by second hop

References

  • 1955Linear Programming under Uncertainty1,227 cited
  • 1967Stochastic Programs with Recourse192 cited
  • 1966Programming Under Uncertainty: The Equivalent Convex Program149 cited
  • 1966Programming Under Uncertainty: The Solution Set56 cited
  • 1975Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space44 cited
  • 1976Discretizations of multistage stochastic programming problems43 cited
  • 1976Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem33 cited
  • 1974Continuous versus measurable recourse in N-stage stochastic programming32 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work