Results 241 to 250 of about 25,783 (262)

Solution approaches for the multiobjective stochastic programming

European Journal of Operational Research, 2012
Fouad Ben Abdelaziz
exaly  

Analysis of stochastic dual dynamic programming method

European Journal of Operational Research, 2011
Alexander Shapiro
exaly  

On Stochastic Linear Programming

Journal of the Society for Industrial and Applied Mathematics, 1965
openaire   +2 more sources

Reserve Requirements for Wind Power Integration: A Scenario-Based Stochastic Programming Framework

IEEE Transactions on Power Systems, 2011
Anthony Papavasiliou, Shmuel S Oren, Richard P O'Neill   +2 more
exaly  

Computational complexity of stochastic programming problems

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

A Linearization Method for Nonsmooth Stochastic Programming Problems

Mathematics of Operations Research, 1987
Andrzej Ruszczynski
exaly  

Dual decomposition in stochastic integer programming

Operations Research Letters, 1999
Rüdiger Schultz
exaly  

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

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

Risk-averse two-stage stochastic programming with an application to disaster management

Computers and Operations Research, 2012
Nilay Noyan
exaly