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Finite master programs in regularized stochastic decomposition · Study

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ArticleFinite master programs in regularized stochastic decomposition

Julia L. Higle1994

Article1994

Finite master programs in regularized stochastic decomposition

Julia L. Higle · Suvrajeet Sen

67 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Advanced Optimization Algorithms Research Stochastic Gradient Optimization Techniques

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References

1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program 1991Statistical verification of optimality conditions for stochastic programs with recourse

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2002Conditioning of convex piecewise linear stochastic programs 2014Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming 1998Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs 1996Duality and statistical tests of optimality for two stage stochastic programs 2013Stochastic Programming

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Year1994

Typearticle

Published1994-10-01

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations67

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/bf01582219

openalex_workW2002569352

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