Gaining traction : on the convergence of an inner approximation scheme for probability maximization
Year of publication: |
2021
|
---|---|
Authors: | Fábián, Csaba I. |
Subject: | Convex optimization | Stochastic optimization | Probabilistic problems | Cutting-plane method | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process |
-
An asymptotically optimal set approach for simulation optimization
Hu, Liujia, (2019)
-
An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils, (2016)
-
Minimization of a class of rare event probabilities and buffered probabilities of exceedance
Budhiraja, Amarjit, (2021)
- More ...
-
An L-shaped method with strengthened lift-and-project cuts
Glushko, Pavlo, (2022)
-
Applying oracles of on-demand accuracy in two-stage stochastic programming – A computational study
Wolf, Christian, (2014)
-
Handling CVaR objectives and constraints in two-stage stochastic models
Fábián, Csaba I., (2008)
- More ...