## Found 33 Documents (Results 1–33)

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MSC:  90Bxx
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### Scenario-based cuts for structured two-stage stochastic and distributionally robust $$p$$-order conic mixed integer programs. (English)Zbl 1478.90062

MSC:  90C11 90C17 90C15
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### Tractable reformulations of two-stage distributionally robust linear programs over the type-$$\infty$$ Wasserstein ball. (English)Zbl 1479.90148

MSC:  90C15 90C17 90C05
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### Integrated versus hierarchical approach for zone delineation and crop planning under uncertainty. (English)Zbl 1443.90258

MSC:  90C15 90C90
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### Liner ship bunkering and sailing speed planning with uncertain demand. (English)Zbl 1449.90041

MSC:  90B06 90C15 90C30
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### Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse. (English)Zbl 1435.90095

MSC:  90C15 90C10
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### Appointment scheduling for multi-stage sequential service systems with stochastic service durations. (English)Zbl 1458.90390

MSC:  90B36 90C15
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### Tight second stage formulations in two-stage stochastic mixed integer programs. (English)Zbl 1395.90185

MSC:  90C10 90C15
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### A sampling-based stochastic winner determination model for truckload service procurement. (English)Zbl 1332.90045

MSC:  90B06 91B26 90C15
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### Stochastic programming approximations using limited moment information, with application to asset allocation. (English)Zbl 1243.90155

Infanger, Gerd (ed.), Stochastic programming. The state of the art. In honor of George B. Dantzig. New York, NY: Springer (ISBN 978-1-4419-1641-9/hbk; 978-1-4419-1642-6/ebook). International Series in Operations Research & Management Science 150, 97-138 (2011).
MSC:  90C15 91G10
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### Pre-disaster investment decisions for strengthening a highway network. (English)Zbl 1188.90052

MSC:  90B10 90C15 90B06
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### Application of two-stage stochastic linear program for portfolio selection problem. (English)Zbl 1172.91317

Gavrilova, Marina (ed.) et al., Computational science and its applications – ICCSA 2006. International conference, Glasgow, UK, May 8–11, 2006. Proceedings, Part III. Berlin: Springer (ISBN 3-540-34075-0/pbk). Lecture Notes in Computer Science 3982, 944-953 (2006).
MSC:  91G10 90C15
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### A stochastic program for interdicting smuggled nuclear material. (English)Zbl 1049.90049

Woodruff, David L. (ed.), Network interdiction and stochastic integer programming. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7302-X/hbk). Oper. Res./Comput. Sci. Interfaces Ser. 22, 1-19 (2003).
MSC:  90C15 90C90

### Decomposition methods for two-stage stochastic integer programs. (English)Zbl 1016.90030

Grötschel, Martin (ed.) et al., Online optimization of large scale systems. Berlin: Springer. 601-622 (2001).
MSC:  90C15 90C10

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MSC:  90C15
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MSC:  90C15
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### A new approach to stochastic linear programming. (English)Zbl 0804.90097

MSC:  90C15 90C05
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### Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program. (English)Zbl 0778.90047

MSC:  90C15 49J52
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### Tight bounds for stochastic convex programs. (English)Zbl 0767.90057

MSC:  90C15 90C25
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### Continuity and stability in two-stage stochastic integer programming. (English)Zbl 0807.90092

Stochastic optimization. Numerical methods and technical applications, Proc. GAMM/IFIP-Workshop, Neubiberg/Ger. 1990, Lect. Notes Econ. Math. Syst. 379, 81-92 (1992).

### Optimal investment in product-flexible manufacturing capacity. (English)Zbl 0699.90044

MSC:  90B30 90C90 90C15
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### Aggregation in a two-stage stochastic program for manpower planning in the service sector. (English)Zbl 0621.90042

Delivery of urban services, TIMS Stud. Manage. Sci. 22, 205-225 (1986).
MSC:  90B99 90C15

### Delivery of urban services. With a view towards applications in management science and operations research. (English)Zbl 0611.90001

TIMS Studies in the Management Sciences, Vol. 22. Amsterdam etc.: North- Holland. VII, 274 p. \$ 50.00; Dfl. 160.00 (1986).
Reviewer: S.Zabek

### Lipschitz continuity of objective functions in stochastic programs with fixed recourse and its applications. (English)Zbl 0601.90117

Reviewer: L.Mihalyffy
MSC:  90C15
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### Robustness against dependence in PERT: An application of duality and distributions with known marginals. (English)Zbl 0592.90048

MSC:  90B35 90B10 90C15
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### The value of the stochastic solution in stochastic linear programs with fixed recourse. (English)Zbl 0502.90065

MSC:  90C15 90C05
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### Investment in stochastic minimum cost generalized multicommodity networks with application to coal transport. (English)Zbl 0452.90081

MSC:  90C35 90B10 65K05
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### On a quadratic stochastic program with simple recourse. (English)Zbl 0409.90068

MSC:  90C15 90C31

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