Results 201 to 210 of about 25,935 (216)

Risk neutral and risk averse Stochastic Dual Dynamic Programming method

European Journal of Operational Research, 2013
Alexander Shapiro, Joari Paulo da Costa
exaly  

A Linearization Method for Nonsmooth Stochastic Programming Problems

Mathematics of Operations Research, 1987
Andrzej Ruszczynski
exaly  

Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming

SIAM Journal on Optimization, 2013
Guanghui Lan, Saeed Ghadimi
exaly  

A Linear Decision-Based Approximation Approach to Stochastic Programming

Operations Research, 2008
Melvyn Sim, Xin Chen
exaly  

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

Management Science, 2004
Guglielmo Lulli, Suvrajeet Sen
exaly  

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming

IEEE Transactions on Power Systems, 2019
, Xu Andy Sun
exaly  

Dual decomposition in stochastic integer programming

Operations Research Letters, 1999
Ruediger Schultz
exaly  

Computational complexity of stochastic programming problems

Mathematical Programming, 2005
Leen Stougie, Martin Dyer, Dyer Martin   +2 more
exaly  

Robust Stochastic Approximation Approach to Stochastic Programming

SIAM Journal on Optimization, 2009
A Nemirovski
exaly  

Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming

Management Science, 1986
Marc Teboulle, Aharon Ben-Tal
exaly