van Ackooij, W.; Danti Lopez, I.; Frangioni, A.; Lacalandra, F.; Tahanan, M. Large-scale unit commitment under uncertainty: an updated literature survey. (English) Zbl 1411.90214 Ann. Oper. Res. 271, No. 1, 11-85 (2018). MSC: 90C06 90B36 90C15 PDF BibTeX XML Cite \textit{W. van Ackooij} et al., Ann. Oper. Res. 271, No. 1, 11--85 (2018; Zbl 1411.90214) Full Text: DOI
Guigues, Vincent Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures. (English) Zbl 1380.90200 Math. Program. 163, No. 1-2 (A), 169-212 (2017). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C90 PDF BibTeX XML Cite \textit{V. Guigues}, Math. Program. 163, No. 1--2 (A), 169--212 (2017; Zbl 1380.90200) Full Text: DOI arXiv
Claus, M.; Krätschmer, V.; Schultz, R. Weak continuity of risk functionals with applications to stochastic programming. (English) Zbl 1356.90094 SIAM J. Optim. 27, No. 1, 91-109 (2017). MSC: 90C15 91B30 PDF BibTeX XML Cite \textit{M. Claus} et al., SIAM J. Optim. 27, No. 1, 91--109 (2017; Zbl 1356.90094) Full Text: DOI
Kaňková, Vlasta A remark on multiobjective stochastic optimization via strongly convex functions. (English) Zbl 1344.90043 CEJOR, Cent. Eur. J. Oper. Res. 24, No. 2, 309-333 (2016). MSC: 90C15 PDF BibTeX XML Cite \textit{V. Kaňková}, CEJOR, Cent. Eur. J. Oper. Res. 24, No. 2, 309--333 (2016; Zbl 1344.90043) Full Text: DOI
Van Hentenryck, Pascal; Bent, Russell; Upfal, Eli Online stochastic optimization under time constraints. (English) Zbl 1229.90112 Ann. Oper. Res. 177, 151-183 (2010). Reviewer: I. M. Stancu-Minasian (Bucureşti) MSC: 90C15 90C27 PDF BibTeX XML Cite \textit{P. Van Hentenryck} et al., Ann. Oper. Res. 177, 151--183 (2010; Zbl 1229.90112) Full Text: DOI
Henrion, René; Römisch, Werner Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. (English) Zbl 1227.60024 Ann. Oper. Res. 177, 115-125 (2010). MSC: 60E99 60Exx 90C15 26B05 PDF BibTeX XML Cite \textit{R. Henrion} and \textit{W. Römisch}, Ann. Oper. Res. 177, 115--125 (2010; Zbl 1227.60024) Full Text: DOI
Kaňková, Vlasta Empirical estimates in stochastic optimization via distribution tails. (English) Zbl 1225.90092 Kybernetika 46, No. 3, 459-471 (2010). MSC: 90C15 PDF BibTeX XML Cite \textit{V. Kaňková}, Kybernetika 46, No. 3, 459--471 (2010; Zbl 1225.90092) Full Text: Link EuDML
Kaňková, V. Multistage stochastic programs via autoregressive sequences and individual probability constraints. (English) Zbl 1154.90557 Kybernetika 44, No. 2, 151-170 (2008). MSC: 90C15 PDF BibTeX XML Cite \textit{V. Kaňková}, Kybernetika 44, No. 2, 151--170 (2008; Zbl 1154.90557) Full Text: Link EuDML
Riis, Morten; Andersen, Kim Allan Applying the minimax criterion in stochastic recourse programs. (English) Zbl 1062.90043 Eur. J. Oper. Res. 165, No. 3, 569-584 (2005). MSC: 90C15 90C31 90C47 PDF BibTeX XML Cite \textit{M. Riis} and \textit{K. A. Andersen}, Eur. J. Oper. Res. 165, No. 3, 569--584 (2005; Zbl 1062.90043) Full Text: DOI
Pennanen, Teemu; Koivu, Matti Epi-convergent discretizations of stochastic programs via integration quadratures. (English) Zbl 1063.65047 Numer. Math. 100, No. 1, 141-163 (2005). Reviewer: Stefan Mititelu (Bucureşti) MSC: 65K05 90C15 90C05 PDF BibTeX XML Cite \textit{T. Pennanen} and \textit{M. Koivu}, Numer. Math. 100, No. 1, 141--163 (2005; Zbl 1063.65047) Full Text: DOI
Kaňková, Vlasta; Šmíd, Martin On approximation in multistage stochastic programs: Markov dependence. (English) Zbl 1249.90183 Kybernetika 40, No. 5, 625-638 (2004). MSC: 90C15 90C59 PDF BibTeX XML Cite \textit{V. Kaňková} and \textit{M. Šmíd}, Kybernetika 40, No. 5, 625--638 (2004; Zbl 1249.90183) Full Text: Link EuDML
Vogel, Silvia; Lachout, Petr On continuous convergence and epi-convergence of random functions. II: Sufficient conditions and applications. (English) Zbl 1249.90185 Kybernetika 39, No. 1, 99-118 (2003). MSC: 90C15 60B10 62G05 90C31 PDF BibTeX XML Cite \textit{S. Vogel} and \textit{P. Lachout}, Kybernetika 39, No. 1, 99--118 (2003; Zbl 1249.90185) Full Text: Link EuDML
Vogel, Silvia; Lachout, Petr On continuous convergence and epi-convergence of random functions. I: Theory and relations. (English) Zbl 1249.90184 Kybernetika 39, No. 1, 75-98 (2003). MSC: 90C15 90C31 60B10 PDF BibTeX XML Cite \textit{S. Vogel} and \textit{P. Lachout}, Kybernetika 39, No. 1, 75--98 (2003; Zbl 1249.90184) Full Text: Link EuDML
Shapiro, Alexander; Homen-de-Mello, Tito A simulation-based approach to two-stage stochastic programming with recourse. (English) Zbl 0919.90120 Math. Program. 81, No. 3 (A), 301-325 (1998). MSC: 90C15 PDF BibTeX XML Cite \textit{A. Shapiro} and \textit{T. Homen-de-Mello}, Math. Program. 81, No. 3 (A), 301--325 (1998; Zbl 0919.90120) Full Text: DOI
Fiedler, Olga; Römisch, Werner Stability in multistage stochastic programming. (English) Zbl 0837.90095 Ann. Oper. Res. 56, 79-93 (1995). MSC: 90C15 90C48 PDF BibTeX XML Cite \textit{O. Fiedler} and \textit{W. Römisch}, Ann. Oper. Res. 56, 79--93 (1995; Zbl 0837.90095) Full Text: DOI
Vogel, Silvia A stochastic approach to stability in stochastic programming. (English) Zbl 0824.90107 J. Comput. Appl. Math. 56, No. 1-2, 65-96 (1994). MSC: 90C15 PDF BibTeX XML Cite \textit{S. Vogel}, J. Comput. Appl. Math. 56, No. 1--2, 65--96 (1994; Zbl 0824.90107) Full Text: DOI
Schultz, Rüdiger Strong convexity in stochastic programs with complete recourse. (English) Zbl 0824.90106 J. Comput. Appl. Math. 56, No. 1-2, 3-22 (1994). MSC: 90C15 PDF BibTeX XML Cite \textit{R. Schultz}, J. Comput. Appl. Math. 56, No. 1--2, 3--22 (1994; Zbl 0824.90106) Full Text: DOI
Shapiro, Alexander Quantitative stability in stochastic programming. (English) Zbl 0828.90099 Math. Program. 67, No. 1 (A), 99-108 (1994). Reviewer: R.Lepp (Tallinn) MSC: 90C15 90C31 PDF BibTeX XML Cite \textit{A. Shapiro}, Math. Program. 67, No. 1 (A), 99--108 (1994; Zbl 0828.90099) Full Text: DOI
Vogel, Silvia On stability in multiobjective programming. A stochastic approach. (English) Zbl 0770.90061 Math. Program., Ser. A 56, No. 1, 91-119 (1992). MSC: 90C29 90C31 90C15 PDF BibTeX XML Cite \textit{S. Vogel}, Math. Program. 56, No. 1 (A), 91--119 (1992; Zbl 0770.90061) Full Text: DOI