Discretely Distributed Stochastic Programs: Descent Directions and Efficient Points

Mapping Intimacies ◽

10.1007/springerreference_72209 ◽

2012 ◽

Keyword(s):

Efficient Points ◽

Stochastic Programs ◽

Descent Directions

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Discretely Distributed Stochastic Programs: Descent Directions and Efficient Points

Encyclopedia of Optimization ◽

10.1007/0-306-48332-7_98 ◽

2006 ◽

pp. 460-466

Author(s):

K. Marti

Keyword(s):

Efficient Points ◽

Stochastic Programs ◽

Descent Directions

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Discretely Distributed Stochastic Programs: Descent Directions and Efficient Points

Encyclopedia of Optimization ◽

10.1007/978-0-387-74759-0_131 ◽

2008 ◽

pp. 744-751

Author(s):

Kurt Marti

Keyword(s):

Efficient Points ◽

Stochastic Programs ◽

Descent Directions

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Descent Directions and Efficient Solutions in Discretely Distributed Stochastic Programs

10.1007/978-3-662-02558-1 ◽

1988 ◽

Cited By ~ 7

Author(s):

Kurt Marti

Keyword(s):

Efficient Solutions ◽

Stochastic Programs ◽

Descent Directions

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Deterministic Descent Directions and Efficient Points

Stochastic Optimization Methods ◽

10.1007/3-540-26848-0_4 ◽

2005 ◽

pp. 97-126

Keyword(s):

Efficient Points ◽

Descent Directions

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Deterministic Descent Directions and Efficient Points

Stochastic Optimization Methods ◽

10.1007/978-3-540-79458-5_4 ◽

2008 ◽

pp. 95-125

Keyword(s):

Efficient Points ◽

Descent Directions

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Computation of descent directions and efficient points in stochastic optimization problems without using derivatives

Mathematical Programming Studies - Stochastic Programming 84 Part II ◽

10.1007/bfb0121129 ◽

1986 ◽

pp. 132-156 ◽

Cited By ~ 3

Author(s):

K. Marti ◽

E. Fuchs

Keyword(s):

Stochastic Optimization ◽

Optimization Problems ◽

Efficient Points ◽

Descent Directions

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Descent directions & efficient solutions in discretely distributed stochastic programs

European Journal of Operational Research ◽

10.1016/0377-2217(89)90129-x ◽

1989 ◽

Vol 38 (2) ◽

pp. 268

Keyword(s):

Efficient Solutions ◽

Stochastic Programs ◽

Descent Directions

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Solution to a Class of Two-stage Stochastic Programs with Multivariate Normal Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.1787682 ◽

2012 ◽

Cited By ~ 2

Author(s):

Saurabh Bansal ◽

James Dyer

Keyword(s):

Multivariate Normal ◽

Two Stage ◽

Stochastic Programs

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A node formulation for multistage stochastic programs with endogenous uncertainty

Computational Management Science ◽

10.1007/s10287-021-00390-z ◽

2021 ◽

Author(s):

Giovanni Pantuso

Keyword(s):

Endogenous Uncertainty ◽

Stochastic Programs ◽

Multistage Stochastic Programs

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An SQP-Type Method and Its Application in Stochastic Programs

Journal of Optimization Theory and Applications ◽

10.1023/a:1022122521816 ◽

2003 ◽

Vol 116 (1) ◽

pp. 205-228 ◽

Cited By ~ 14

Author(s):

Z. Wei ◽

L. Qi ◽

X. Chen

Keyword(s):

Type Method ◽

Stochastic Programs

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