kw.\*:("Programmation stochastique")
Results 1 to 25 of 1815
Selection :
A stochastic approach to hierarchical planning and schedulingDEMPSTER, M. A. H.Research reports - International Institute for Applied Systems Analysis. 1984, Num 6, pp 271-296, issn 0378-9004Serial Issue
A class of stochastic mathematical programs with correlated scale parameters in the objective and right-hand sideSOYSTER, A. L; FOLEY, R. D; MURPHY, F. H et al.Operations research. 1984, Vol 32, Num 4, pp 945-951, issn 0030-364XArticle
Duality in multistage stochastic programsHIGLE, J. L; SEN, S.Prague conference on information theory, statistical decision functions and random processesPrague symposium on asymptotic statistics. 1998, isbn 80-7015-636-8, 2Vol, vol 1, 233-236Conference Paper
Analytical evaluation of hierarchical planning systemsDEMPSTER, M. A. H; FISHER, M. L; JANSEN, L et al.Research reports - International Institute for Applied Systems Analysis. 1984, Num 4, pp 707-716, issn 0378-9004Serial Issue
Optimal simulated-annealing method based on stochastic-dynamic programmingMATSUBA, I.Physical review. A, General physics. 1989, Vol 39, Num 5, pp 2635-2642, issn 0556-2791, 8 p.Article
Convergence properties of two-stage stochastic programmingDAI, L; CHEN, C. H; BIRGE, J. R et al.Journal of optimization theory and applications. 2000, Vol 106, Num 3, pp 489-509, issn 0022-3239Article
An alternating method for stochastic linear programming with simple recourseLIQUN QI.Mathematical programming study. 1986, Vol 27, pp 183-190, issn 0303-3929Article
On information-augmented chance-constrained programsLAVALLE, I. H.Operations research letters. 1986, Vol 4, Num 5, pp 225-230, issn 0167-6377Article
Solving stochastic programs with network recourseWALLACE, S. W.Networks (New York, NY). 1986, Vol 16, Num 3, pp 295-317, issn 0028-3045Article
Stochastic programming 84. IIPREKOPA, A; WETS, R. J.-B.Mathematical programming study. 1986, Vol 28, issn 0303-3929, V-181 pSerial Issue
Quantum and stochastic branching programs of bounded width: (Track A)ABLAYEV, Farid; MOORE, Cristopher; POLLETT, Christopher et al.Lecture notes in computer science. 2002, pp 343-354, issn 0302-9743, isbn 3-540-43864-5, 12 p.Conference Paper
Stochastric programming with recourse: upper bounds and moment problems: a reviewKALL, P.Mathematical research. 1988, Vol 45, pp 86-103, issn 0138-3019Article
A first order approach to a class of multi-time-period stochastic programming problemsBEALE, E. M. L; DANTZIG, G. B; WATSON, R. D et al.Mathematical programming study. 1986, Vol 27, pp 103-117, issn 0303-3929Article
Computation of descent directions in stochastic optimization problems with invariant distributionsMARTI, K.Zeitschrift für angewandte Mathematik und Mechanik. 1985, Vol 65, Num 8, pp 355-378, issn 0044-2267Article
Selecting tolerances in chance-constrained programming: a multiple objective linear programming approachRAKES, T. R; REEVES, G. R.Operations research letters. 1985, Vol 4, Num 2, pp 65-69, issn 0167-6377Article
An agent based optimization approach to manufacturing process planningDESHPANDE, Saurabh; CAGAN, Jonathan.Journal of mechanical design (1990). 2004, Vol 126, Num 1, pp 46-55, issn 1050-0472, 10 p.Article
On approximations and stability in stochastic programmingKALL, P.Mathematical research. 1987, Vol 35, pp 387-407, issn 0138-3019Article
Stochastic programs with recourse: An upper bound and the related moment problemKALL, P.Zeitschrift für Operations Research. 1987, Vol 31, Num 3, pp A119-A141, issn 0373-790XArticle
Aggregation bounds in stochastic linear programmingBIRGE, J. R.Mathematical programming. 1985, Vol 31, Num 1, pp 25-41, issn 0025-5610Article
Stochastic optimization problems with incomplete information on distribution functionsERMOLIEV, Y; GAIVORONSKI, A; NEDEVA, C et al.SIAM journal on control and optimization. 1985, Vol 23, Num 5, pp 697-716, issn 0363-0129Article
Stochastic optimization of a hydro-thermal system including network constraintsGORENSTIN, B. G; CAMPODONICO, N. M; COSTA, J. P et al.IEEE transactions on power systems. 1992, Vol 7, Num 2, pp 791-797, issn 0885-8950Conference Paper
Nonnormal deterministic equivalents and a transformation in stochastic mathematical programmingGOICOECHEA, A; DUCKSTEIN, L; CASTI, J et al.Applied mathematics and computation. 1987, Vol 21, Num 1, pp 51-72, issn 0096-3003Article
A tight upper bound for the expectation of a convex function of a multivariate random variableGASSMANN, H; ZIEMBA, W. T.Mathematical programming study. 1986, Vol 27, pp 39-53, issn 0303-3929Article
Nonanticipativity in stochastic programmingFLAM, S. D.Journal of optimization theory and applications. 1985, Vol 46, Num 1, pp 23-30, issn 0022-3239Article
Stochastic shortest paths with recourseANDREATTA, G; ROMEO, L.Networks (New York, NY). 1988, Vol 18, Num 3, pp 193-204, issn 0028-3045Article