×

zbMATH — the first resource for mathematics

Found 319 Documents (Results 1–100)

Hits per Page
100
Display Format
MathJax
Result Sorting
Newest 1st
Ermoliev, Yu. M.; Norkin, V. I.; Norkin, B. V.
Stochastic optimization models of actuarial mathematics. (English. Russian original) Zbl 1455.91219
Cybern. Syst. Anal. 56, No. 1, 58-67 (2020); translation from Kibern. Sist. Anal. 2020, No. 1, 70-81 (2020).
Reviewer: Jonas Šiaulys (Vilnius)
MSC:  91G05 93E20 90C15
PDF BibTeX XML Cite
\textit{Yu. M. Ermoliev} et al., Cybern. Syst. Anal. 56, No. 1, 58--67 (2020; Zbl 1455.91219); translation from Kibern. Sist. Anal. 2020, No. 1, 70--81 (2020)
Full Text: DOI
Leövey, H.; Römisch, W.
Randomized QMC methods for mixed-integer two-stage stochastic programs with application to electricity optimization. (English) Zbl 07240103
Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer (ISBN 978-3-030-43464-9/hbk; 978-3-030-43465-6/ebook). Springer Proceedings in Mathematics & Statistics 324, 345-362 (2020).
MSC:  65C05
PDF BibTeX XML Cite
\textit{H. Leövey} and \textit{W. Römisch}, in: Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1--6, 2018. Cham: Springer. 345--362 (2020; Zbl 07240103)
Full Text: DOI
Ivanov, Sergeĭ V.; Kibzun, A. I.
General properties of two-stage stochastic programming problems with probabilistic criteria. (English. Russian original) Zbl 1446.90116
Autom. Remote Control 80, No. 6, 1041-1057 (2019); translation from Avtom. Telemekh. 2019, No. 6, 70-90 (2019).
Reviewer: I. M. Stancu-Minasian (Bucureşti)
MSC:  90C15
PDF BibTeX XML Cite
\textit{S. V. Ivanov} and \textit{A. I. Kibzun}, Autom. Remote Control 80, No. 6, 1041--1057 (2019; Zbl 1446.90116); translation from Avtom. Telemekh. 2019, No. 6, 70--90 (2019)
Full Text: DOI
Ivanov, S. V.; Kibzun, A. I.; Mladenović, N.
Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion. (English. Russian original) Zbl 1437.90113
Autom. Remote Control 80, No. 1, 43-52 (2019); translation from Avtom. Telemekh. 2019, No. 1, 54-66 (2019).
MSC:  90C15 90C59
PDF BibTeX XML Cite
\textit{S. V. Ivanov} et al., Autom. Remote Control 80, No. 1, 43--52 (2019; Zbl 1437.90113); translation from Avtom. Telemekh. 2019, No. 1, 54--66 (2019)
Full Text: DOI
Ermoliev, Yu.; Ermolieva, T.; Kahil, T.; Obersteiner, M.; Gorbachuk, V.; Knopov, P.
Stochastic optimization models for risk-based reservoir management. (English. Russian original) Zbl 1420.93037
Cybern. Syst. Anal. 55, No. 1, 55-64 (2019); translation from Kibern. Sist. Anal. 2019, No. 1, 68-79 (2019).
MSC:  93E20 90B05 90C05 91B30
PDF BibTeX XML Cite
\textit{Yu. Ermoliev} et al., Cybern. Syst. Anal. 55, No. 1, 55--64 (2019; Zbl 1420.93037); translation from Kibern. Sist. Anal. 2019, No. 1, 68--79 (2019)
Full Text: DOI
Zhenevskaya, I. D.; Naumov, A. V.
The decomposition method for two-stage stochastic linear programming problems with quantile criterion. (English. Russian original) Zbl 1391.93303
Autom. Remote Control 79, No. 2, 229-240 (2018); translation from Avtom. Telemekh. 2018, No. 2, 36-50 (2018).
MSC:  93E20 90C39 90C05 93B11
PDF BibTeX XML Cite
\textit{I. D. Zhenevskaya} and \textit{A. V. Naumov}, Autom. Remote Control 79, No. 2, 229--240 (2018; Zbl 1391.93303); translation from Avtom. Telemekh. 2018, No. 2, 36--50 (2018)
Full Text: DOI
Conti, Sergio; Geihe, Benedict; Rumpf, Martin; Schultz, Rüdiger
Two-stage stochastic optimization meets two-scale simulation. (English) Zbl 1327.49071
Leugering, Günter (ed.) et al., Trends in PDE constrained optimization. Cham: Birkhäuser/Springer (ISBN 978-3-319-05082-9/hbk; 978-3-319-05083-6/ebook). ISNM. International Series of Numerical Mathematics 165, 193-211 (2014).
MSC:  49Q10 93E20
PDF BibTeX XML Cite
\textit{S. Conti} et al., ISNM, Int. Ser. Numer. Math. 165, 193--211 (2014; Zbl 1327.49071)
Full Text: DOI
Norkin, V. I.; Kibzun, A. I.; Naumov, A. V.
Reducing two-stage probabilistic optimization problems with discrete distribution of random data to mixed-integer programming problems. (English. Russian original) Zbl 1308.90117
Cybern. Syst. Anal. 50, No. 5, 679-692 (2014); translation from Kibern. Sist. Anal. No. 5, 34-48 (2014).
MSC:  90C15 90C11
PDF BibTeX XML Cite
\textit{V. I. Norkin} et al., Cybern. Syst. Anal. 50, No. 5, 679--692 (2014; Zbl 1308.90117); translation from Kibern. Sist. Anal. No. 5, 34--48 (2014)
Full Text: DOI

Filter Results by …

Document Type
Reviewing State
all top 5
Author
all top 5
Serial
all top 5
Year of Publication
all top 3
Classification
all top 3
Software