Results 211 to 220 of about 12,457 (262)

Distributionally Robust Stochastic Dual Dynamic Programming

SIAM Journal on Optimization, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daniel Duque, David P Morton
exaly   +2 more sources

Robust Solutions in Stochastic Linear Programming

Journal of the Operational Research Society, 1991
Summary: The recent developments in stochastic linear programming are reviewed here broadly in their applied aspects. They include non-parametric methods which are applicable in situations of incomplete knowledge and partial uncertainty. This framework is shown to be most suitable for developing robust optimal solutions.
exaly   +2 more sources

Distributionally Robust Two-Stage Stochastic Programming

SIAM Journal on Optimization, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Daniel Duque   +2 more
openaire   +2 more sources

Robustness of stochastic programs with endogenous randomness via contamination

European Journal of Operational Research, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Milos Kopa, Tomás Rusý
openaire   +2 more sources

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