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Found 376 Documents (Results 1–100)

Lectures on stochastic programming. Modeling and theory. 3rd edition. (English) Zbl 1487.90507

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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).
MSC:  91G05 93E20 90C15
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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. Springer Proc. Math. Stat. 324, 345-362 (2020).
MSC:  65C05
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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).
MSC:  90C15
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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
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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
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