Zhang, Min; Hou, Liangshao; Sun, Jie; Yan, Ailing A model of multistage risk-averse stochastic optimization and its solution by scenario-based decomposition algorithms. (English) Zbl 07309368 Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040004, 21 p. (2020). MSC: 90C15 PDF BibTeX XML Cite \textit{M. Zhang} et al., Asia-Pac. J. Oper. Res. 37, No. 4, Article ID 2040004, 21 p. (2020; Zbl 07309368) Full Text: DOI
Sun, Jie; Xu, Honglei; Zhang, Min A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems. (English) Zbl 1449.65135 J. Ind. Manag. Optim. 16, No. 4, 1655-1662 (2020). MSC: 65K10 65K15 90C15 PDF BibTeX XML Cite \textit{J. Sun} et al., J. Ind. Manag. Optim. 16, No. 4, 1655--1662 (2020; Zbl 1449.65135) Full Text: DOI
Sun, Jie; Yang, Xinmin; Yao, Qiang; Zhang, Min Risk minimization, regret minimization and progressive hedging algorithms. (English) Zbl 1440.90037 Math. Program. 181, No. 2 (B), 509-530 (2020). MSC: 90C15 90C25 90C34 PDF BibTeX XML Cite \textit{J. Sun} et al., Math. Program. 181, No. 2 (B), 509--530 (2020; Zbl 1440.90037) Full Text: DOI
Rockafellar, R. Tyrrell; Uryasev, Stan Minimizing buffered probability of exceedance by progressive hedging. (English) Zbl 1440.90036 Math. Program. 181, No. 2 (B), 453-472 (2020). MSC: 90C15 PDF BibTeX XML Cite \textit{R. T. Rockafellar} and \textit{S. Uryasev}, Math. Program. 181, No. 2 (B), 453--472 (2020; Zbl 1440.90036) Full Text: DOI
Rockafellar, R. Tyrrell; Sun, Jie Solving Lagrangian variational inequalities with applications to stochastic programming. (English) Zbl 1445.90069 Math. Program. 181, No. 2 (B), 435-451 (2020). MSC: 90C15 90C33 90C46 PDF BibTeX XML Cite \textit{R. T. Rockafellar} and \textit{J. Sun}, Math. Program. 181, No. 2 (B), 435--451 (2020; Zbl 1445.90069) Full Text: DOI
Tan, Lu; Li, Ling; Liu, Wanquan; Sun, Jie; Zhang, Min A novel Euler’s elastica-based segmentation approach for noisy images using the progressive hedging algorithm. (English) Zbl 1455.94036 J. Math. Imaging Vis. 62, No. 1, 98-119 (2020). MSC: 94A08 68U10 90C15 PDF BibTeX XML Cite \textit{L. Tan} et al., J. Math. Imaging Vis. 62, No. 1, 98--119 (2020; Zbl 1455.94036) Full Text: DOI
Rockafellar, R. Tyrrell Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity. (English) Zbl 07146007 Set-Valued Var. Anal. 27, No. 4, 863-893 (2019). MSC: 65K10 65K15 PDF BibTeX XML Cite \textit{R. T. Rockafellar}, Set-Valued Var. Anal. 27, No. 4, 863--893 (2019; Zbl 07146007) Full Text: DOI
Zhang, Min; Sun, Jie; Xu, Honglei Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms. (English) Zbl 1422.91094 SIAM J. Optim. 29, No. 3, 1799-1818 (2019). MSC: 91A20 91A10 49J40 90C15 PDF BibTeX XML Cite \textit{M. Zhang} et al., SIAM J. Optim. 29, No. 3, 1799--1818 (2019; Zbl 1422.91094) Full Text: DOI Link
Rockafellar, R. Tyrrell; Sun, Jie Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100 Math. Program. 174, No. 1-2 (B), 453-471 (2019). MSC: 90C15 49J20 47H05 PDF BibTeX XML Cite \textit{R. T. Rockafellar} and \textit{J. Sun}, Math. Program. 174, No. 1--2 (B), 453--471 (2019; Zbl 1421.90100) Full Text: DOI
Poudel, Sushil R.; Quddus, Md Abdul; Marufuzzaman, Mohammad; Bian, Linkan; Burch, Reuben F. V Managing congestion in a multi-modal transportation network under biomass supply uncertainty. (English) Zbl 1410.90016 Ann. Oper. Res. 273, No. 1-2, 739-781 (2019). MSC: 90B05 90C15 90C59 PDF BibTeX XML Cite \textit{S. R. Poudel} et al., Ann. Oper. Res. 273, No. 1--2, 739--781 (2019; Zbl 1410.90016) Full Text: DOI
Rockafellar, R. Tyrrell Solving stochastic programming problems with risk measures by progressive hedging. (English) Zbl 1416.90027 Set-Valued Var. Anal. 26, No. 4, 759-768 (2018). MSC: 90C15 PDF BibTeX XML Cite \textit{R. T. Rockafellar}, Set-Valued Var. Anal. 26, No. 4, 759--768 (2018; Zbl 1416.90027) Full Text: DOI
Escudero, Laureano F.; Garín, María Araceli; Unzueta, Aitziber Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization. (English) Zbl 06901456 Comput. Oper. Res. 85, 154-171 (2017). MSC: 90B PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Comput. Oper. Res. 85, 154--171 (2017; Zbl 06901456) Full Text: DOI
Escudero, Laureano F.; Garín, María Araceli; Unzueta, Aitziber Cluster Lagrangean decomposition in multistage stochastic optimization. (English) Zbl 1349.90656 Comput. Oper. Res. 67, 48-62 (2016). MSC: 90C15 90C11 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Comput. Oper. Res. 67, 48--62 (2016; Zbl 1349.90656) Full Text: DOI
Escudero, Laureano F.; Araceli Garín, M.; Pérez, Gloria; Unzueta, Aitziber Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization. (English) Zbl 1349.90655 Comput. Oper. Res. 40, No. 1, 362-377 (2013). MSC: 90C15 90C11 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Comput. Oper. Res. 40, No. 1, 362--377 (2013; Zbl 1349.90655) Full Text: DOI
Zanjani, Masoumeh Kazemi; Nourelfath, Mustapha; Ait-Kadi, Daoud Sawmill production planning under uncertainty: modelling and solution approaches. (English) Zbl 1288.90020 Gassmann, Horand I. (ed.) et al., Stochastic programming. Applications in finance, energy, planning and logistics. Based on the 12th international conference on stochastic programming (ICSP 12), Halifax, Ns, Canada, August, 2010. Hackensack, NJ: World Scientific (ISBN 978-981-4407-50-2/hbk; 978-981-4407-52-6/ebook). World Scientific Series in Finance 4, 347-396 (2013). MSC: 90B30 90C15 PDF BibTeX XML Cite \textit{M. K. Zanjani} et al., World Sci. Ser. Finance 4, 347--396 (2013; Zbl 1288.90020)
Escudero, L. F.; Garín, M. A.; Pérez, G.; Unzueta, A. Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems. (English) Zbl 1257.90062 Top 20, No. 2, 347-374 (2012). MSC: 90C15 90-08 90C06 90C11 PDF BibTeX XML Cite \textit{L. F. Escudero} et al., Top 20, No. 2, 347--374 (2012; Zbl 1257.90062) Full Text: DOI
Žampachová, Eva; Popela, Pavel; Mrázek, Michal Optimum beam design via stochastic programming. (English) Zbl 1201.90145 Kybernetika 46, No. 3, 571-582 (2010). MSC: 90C15 65C05 90C29 49M27 PDF BibTeX XML Cite \textit{E. Žampachová} et al., Kybernetika 46, No. 3, 571--582 (2010; Zbl 1201.90145) Full Text: Link EuDML
Barro, Diana; Canestrelli, Elio Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach. (English) Zbl 1067.90129 Eur. J. Oper. Res. 163, No. 1, 217-229 (2005). MSC: 90C15 91G10 PDF BibTeX XML Cite \textit{D. Barro} and \textit{E. Canestrelli}, Eur. J. Oper. Res. 163, No. 1, 217--229 (2005; Zbl 1067.90129) Full Text: DOI
Berland, Nils Jacob; Haugen, Kjetil K. Mixing stochastic dynamic programming and scenario aggregation. (English) Zbl 0854.90104 Ann. Oper. Res. 64, 1-19 (1996). MSC: 90C15 91B62 65Y05 PDF BibTeX XML Cite \textit{N. J. Berland} and \textit{K. K. Haugen}, Ann. Oper. Res. 64, 1--19 (1996; Zbl 0854.90104) Full Text: DOI
Breton, Michèle; El Hachem, Saeb A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems. (English) Zbl 0857.90146 Stochastics Stochastics Rep. 53, No. 3-4, 305-322 (1995). MSC: 91A15 90C15 90C40 PDF BibTeX XML Cite \textit{M. Breton} and \textit{S. El Hachem}, Stochastics Stochastics Rep. 53, No. 3--4, 305--322 (1995; Zbl 0857.90146) Full Text: DOI
Chun, Bock Jin; Robinson, Stephen M. Scenario analysis via bundle decomposition. (English) Zbl 0838.90088 Ann. Oper. Res. 56, 39-63 (1995). MSC: 90C15 90C90 90B30 PDF BibTeX XML Cite \textit{B. J. Chun} and \textit{S. M. Robinson}, Ann. Oper. Res. 56, 39--63 (1995; Zbl 0838.90088) Full Text: DOI
Mulvey, John M.; Vladimirou, Hercules Applying the progressive hedging algorithm to stochastic generalized networks. (English) Zbl 0734.90033 Ann. Oper. Res. 31, 399-424 (1991). MSC: 90B15 90C15 90-08 PDF BibTeX XML Cite \textit{J. M. Mulvey} and \textit{H. Vladimirou}, Ann. Oper. Res. 31, 399--424 (1991; Zbl 0734.90033) Full Text: DOI
Wallace, Stein W.; Helgason, Thorkell Structural properties of the progressive hedging algorithm. (English) Zbl 0743.90085 Ann. Oper. Res. 31, 445-455 (1991). Reviewer: R.Lepp (Tallinn) MSC: 90C15 90-08 PDF BibTeX XML Cite \textit{S. W. Wallace} and \textit{T. Helgason}, Ann. Oper. Res. 31, 445--455 (1991; Zbl 0743.90085) Full Text: DOI
Helgason, Thorkell; Wallace, Stein W. Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management. (English) Zbl 0739.90047 Ann. Oper. Res. 31, 425-444 (1991). Reviewer: L.Paditz (Dresden) MSC: 90C15 91B76 93E20 93C95 90C90 90-08 93C55 49L20 PDF BibTeX XML Cite \textit{T. Helgason} and \textit{S. W. Wallace}, Ann. Oper. Res. 31, 425--444 (1991; Zbl 0739.90047) Full Text: DOI
Robinson, Stephen M. Extended scenario analysis. (English) Zbl 0739.90049 Ann. Oper. Res. 31, 385-397 (1991). Reviewer: E.Tamm (Tallinn) MSC: 90C15 90-08 91B28 PDF BibTeX XML Cite \textit{S. M. Robinson}, Ann. Oper. Res. 31, 385--397 (1991; Zbl 0739.90049) Full Text: DOI