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A probabilistic lower bound fo...
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1
Adaptive serach with stochastic acceptance probabilities for global optimization
Ghate, Archis
;
Smith, Robert L.
- In:
Operations research letters
36
(
2008
)
3
,
pp. 285-290
Persistent link: https://www.econbiz.de/10003773763
Saved in:
2
Decomposition in multistage stochastic programs with individual probability constraints
Kaňková, Vlasta
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 793-798)
.
2006
Persistent link: https://www.econbiz.de/10003356127
Saved in:
3
Uniform quasi-concavity in probabilistic constrained stochastic programming
Prékopa, András
;
Yoda, Kunikazu
;
Subasi, Munevver Mine
- In:
Operations research letters
39
(
2011
)
3
,
pp. 188-192
Persistent link: https://www.econbiz.de/10009160238
Saved in:
4
Single commodity stochastic network design under probabilistic constraint with discrete random variables
Prékopa, András
;
Unuvar, Merve
- In:
Operations research
63
(
2015
)
6
,
pp. 1512-1527
Persistent link: https://www.econbiz.de/10011422614
Saved in:
5
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
6
Penalty-based algorithms for the stochastic obstacle scene problem
Aksakalli, Vural
;
Ari, Ibrahim
- In:
INFORMS journal on computing : JOC
26
(
2014
)
2
,
pp. 370-384
Persistent link: https://www.econbiz.de/10010362436
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7
A completely positive representation of 0-1 linear programs with joint probabilistic constraints
Cheng, Jianqiang
;
Lisser, Abdel
- In:
Operations research letters
41
(
2013
)
6
,
pp. 597-601
Persistent link: https://www.econbiz.de/10010236100
Saved in:
8
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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9
Scenario-based model predictive control for multi-echelon supply chain management
Schildbach, Georg
;
Morari, Manfred
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 540-549
Persistent link: https://www.econbiz.de/10011457711
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10
Convexity and solutions of stochastic multidimensional 0-1 knapsack problems with probabilistic constraints
Yoda, Kunikazu
;
Prékopa, András
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 715-731
Persistent link: https://www.econbiz.de/10011520527
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