✦ LIBER ✦

Robust Stochastic Approximation Approach to Stochastic Programming

✍ Scribed by Nemirovski, A.; Juditsky, A.; Lan, G.; Shapiro, A.

Book ID: 118203516
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 401 KB
Volume: 19
Category: Article
ISSN: 1052-6234
DOI: 10.1137/070704277

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Adaptive approaches to stochastic progra

Adaptive approaches to stochastic programming

✍ Patrick H. McAllister 📂 Article 📅 1991 🏛 Springer US 🌐 English ⚖ 1004 KB

Robust experiment design via stochastic

Robust experiment design via stochastic approximation

✍ Luc Pronzato; Eric Walter 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 814 KB

Robustness in stochastic programming mod

Robustness in stochastic programming models

✍ Tsunemi Watanabe; Hugh Ellis 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 890 KB

Approximation Formulas for Stochastic Li

Approximation Formulas for Stochastic Linear Programming

✍ Williams, A. C. 📂 Article 📅 1966 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 889 KB

Stochastic programming approach to optim

Stochastic programming approach to optimization under uncertainty

✍ Alexander Shapiro 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 557 KB

Fuzzy programming approach to multi-obje

Fuzzy programming approach to multi-objective stochastic linear programming problems

✍ Suwarna Hulsurkar; M.P. Biswal; S.B. Sinha 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 475 KB

This paper presents an application of fuzzy programming approach to the multi-objective stochastic linear programming problem. After converting the proposed stochastic programming problem into a deterministic problem (which may be linear or non-linear), fuzzy programming approach is applied to find