SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stability in stochastic programming with recourse-estimated parameters
7 references·2 citing·25 second hop
Stability in stochastic programming with recourse-estimated parameters (1984)Stability in stochastic programming with …Stochastic Linear Programming (2010)Stochastic Linear ProgrammingThe minimax approach to stochastic programming and an illustrative application (1987)The minimax approach to stoch…Mathematical methods of operations research (1980)Mathematical methods of opera…Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty (1977)Technical Note—Minimax Proced…Minimax procedure for a class of linear programs under uncertainty. (1977)Minimax procedure for a class…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingProgramming Under Uncertainty: The Equivalent Convex Program (1966)Programming Under Uncertainty…Some Aspects of Stability in Stochastic Programming (2000)Some Aspects of Stability in …Stability in stochastic programming with recourse. Contaminated distributions (1986)Stability in stochastic progr…Entscheidungskriterien bei Risiko (1967)Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)On the Solution of Two-stage Linear Programs under Uncertainty (1961)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)Stochastic Programs with Recourse (1967)A Minimax Ordering Policy for the Infinite Stage Dynamic Inventory Problem (1978)Robust stochastic programming with uncertain probabilities (2007)Stochastic Programming (1995)On deviation measures in stochastic integer programming (2004)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models (1985)Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (1987)Bounds on Expected Project Tardiness (1995)Robust Linear Optimization With Recourse (2009)On safe tractable approximations of chance constraints (2011)Distributionally Robust Optimization: A review on theory and applications (2021)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Stochastic programming approach to optimization under uncertainty (2007)
this work references cited by second hop

References

  • 2010Stochastic Linear Programming667 cited
  • 1976Stochastic Linear Programming337 cited
  • 1987The minimax approach to stochastic programming and an illustrative application154 cited
  • 1966Programming Under Uncertainty: The Equivalent Convex Program149 cited
  • 1977Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty56 cited
  • 1980Mathematical methods of operations research45 cited
  • 1977Minimax procedure for a class of linear programs under uncertainty.44 cited

Cited by

  • 2000Some Aspects of Stability in Stochastic Programming37 cited
  • 1986Stability in stochastic programming with recourse. Contaminated distributions34 cited

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