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Dualization and discretization of linear-quadratic control problems with bang-bang solutions
Alt, Walter; Kaya, C. Yalçın; Schneider, Christopher - In: EURO journal on computational optimization 4 (2016) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10011492553
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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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Reformulations by discretization for piecewise linear integer multicommodity network flow problems
Gendron, Bernard; Gouveia, Luis - In: Transportation science : a journal of the Institute for … 51 (2017) 2, pp. 629-649
Persistent link: https://www.econbiz.de/10011689623
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Optimal partial discretization orders for discretizable distance geometry
Gonçalves, Douglas S.; Mucherino, Antonio - In: International transactions in operational research : … 23 (2016) 5, pp. 947-967
Persistent link: https://www.econbiz.de/10011621965
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A transformation-based discretization method for solving general semi-infinite optimization problems
Schwientek, Jan; Seidel, Tobias; Küfer, Karl-Heinz - In: Mathematical methods of operations research : ZOR 93 (2021) 1, pp. 83-114
Persistent link: https://www.econbiz.de/10012488881
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Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie; Peng, Shen - In: European journal of operational research : EJOR 313 (2024) 2, pp. 616-627
Persistent link: https://www.econbiz.de/10014456605