Search results for "90C15"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
21	Anureet Saxena, Vineet Goyal, Miguel A. Lejeune	MIP reformulations of the probabilistic set covering problem.	Math. Program.	2010	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90-08, 90C10
21	James R. Luedtke, Shabbir Ahmed 0001, George L. Nemhauser	An integer programming approach for linear programs with probabilistic constraints.	Math. Program.	2010	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C11, 90C15
21	Chefi Triki, Antonio Violi	Dynamic pricing of electricity in retail markets.	4OR	2009	DBLP DOI BibTeX RDF	MSC classification (2000) 90C15
21	Teemu Pennanen	Epi-convergent discretizations of multistage stochastic programs via integration quadratures.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 49M25, 90C25
21	Holger Heitsch, Werner Römisch	Scenario tree modeling for multistage stochastic programs.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15
21	Gang George Yin, Cristina Ion, Vikram Krishnamurthy	How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 62L20, 60J10, 34E05, 90C15
21	François V. Louveaux, Juan José Salazar González	On the one-commodity pickup-and-delivery traveling salesman problem with stochastic demands.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C27, 90C90
21	Gül Gürkan, Jong-Shi Pang	Approximations of Nash equilibria.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 91A06, 91A15, 90C31, 90C33, 91A10
21	Xiaojun Chen 0001, Chao Zhang, Masao Fukushima	Robust solution of monotone stochastic linear complementarity problems.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C33
21	Darinka Dentcheva, Andrzej Ruszczynski	Optimization with multivariate stochastic dominance constraints.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C46, 60E15, 46N10, 90C48
21	Gui-Hua Lin, Xiaojun Chen 0001, Masao Fukushima	Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C30, 90C33, 90C15
21	Huifu Xu, Dali Zhang	Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 65K05, 91B28
21	Geng Deng, Michael C. Ferris	Variable-Number Sample-Path Optimization.	Math. Program.	2009	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 65C05
21	Daniel Kuhn	Aggregation and discretization in multistage stochastic programming.	Math. Program.	2008	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C25, 49M29
21	Alexander Shapiro 0001	Stochastic programming approach to optimization under uncertainty.	Math. Program.	2008	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15
21	Aharon Ben-Tal, Arkadi Nemirovski	Selected topics in robust convex optimization.	Math. Program.	2008	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C34, 90C22, 90C05, 90C20, 90C15
21	Maria Elena Bruni	A decomposition-based solution method for stochastic mixed integer nonlinear programs.	4OR	2006	DBLP DOI BibTeX RDF	MSC classification 90C15, 90C11, 49M27
21	K. A. Ariyawansa, Yuntao Zhu	Stochastic semidefinite programming: a new paradigm for stochastic optimization.	4OR	2006	DBLP DOI BibTeX RDF	MSC Classification 90C15, 90C51, 90C05
21	Nan Kong, Andrew J. Schaefer, Brady Hunsaker	Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C10, 90C06
21	Eduardo F. Silva, R. Kevin Wood	Solving a class of stochastic mixed-integer programs with branch and price.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C11, 47N10, 90C15
21	Emre Erdogan, Garud Iyengar	Ambiguous chance constrained problems and robust optimization.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 62G35, 90C15, 68Q32
21	Dimitris Bertsimas, Karthik Natarajan, Chung-Piaw Teo	Persistence in discrete optimization under data uncertainty.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C27, 90C22, 90C15
21	Güzin Bayraksan, David P. Morton	Assessing solution quality in stochastic programs.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (1991) 90C15
21	Andy Philpott, Rüdiger Schultz	Unit commitment in electricity pool markets.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 90C15, 90C39
21	Arjan Berkelaar, Joaquim A. S. Gromicho, Roy Kouwenberg, Shuzhong Zhang	A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming.	Math. Program.	2005	DBLP DOI BibTeX RDF	Mathematics Subject Classification (1991) 90C15, 90C25, 90C51, 90C06
21	J. R. Parker 0001	Simulated Annealing for Fitting Linear Combinations of Gaussians to Data.	Computing	2000	DBLP DOI BibTeX RDF	AMS Subject Classifications: 65C60, 65D17, 90C15