Items where Research Program is "Optimization under Uncertainty (OPT)" and Year is 1994

A

Altman, A. (1994). An application of an interior point method for problems with uncertainty. In: Operations Research ’93. pp. 5-7 Germany: Physica-Verlag HD. ISBN 978-3-642-46955-8 10.1007/978-3-642-46955-8_2.

Altman, A., Amann, M. ORCID: https://orcid.org/0000-0002-1963-0972, Klaassen, G., Ruszczynski, A. & Schoepp, W. ORCID: https://orcid.org/0000-0001-5990-423X (1994). Cost-Effective Sulphur Reduction Under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-119

Arthur, W.B. & Ruszczynski, A. (1994). Strategic pricing in markets with increasing returns. In: Increasing Returns and Path-Dependence in the Economy. Eds. Arthur, W.B., Ann Arbor: The University of Michigan Press.

B

Berger, A., Mulvey, J. & Ruszczynski, A. (1994). Restarting strategies for the DQA algorithm. In: Large Scale Optimization: State of the Arts. Eds. Hager, W., Hearn, D. & Pardalos, P., Dordrecht: Kluwer Academic Publishers.

Berger, A., Mulvey, J. & Ruszczynski, A. (1994). An extension of the DQA algorithm to convex stochastic programs. SIAM Journal on Optimization 4 (4), 735-753. 10.1137/0804043.

F

Flam, S.D. & Ruszczynski, A. (1994). Noncooperative Convex Games: Computing Equilibrium By Partial Regularization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-042

G

Gondzio, J. (1994). Preconditioned Conjugate Gradients in an Interior Point Method for Two-stage Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-130

Guerkan, G., Oezge, A.Y. & Robinson, S.M. (1994). Sample-Path Optimization in Simulation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-070

H

Huoponen, T. (1994). Stochastic Optimization of a Multi-currency Bond Portfolio. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-098

K

Kallio, M.J. & Rosa, C.H. (1994). Large-Scale Convex Optimization via Saddle Point Computation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-107

Kallio, M.J. & Ruszczynski, A. (1994). Perturbation Methods for Saddle Point Computation. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-038

Kiwiel, K. (1994). A Bundle of Method for Minimizing a Sum of Convex Functions with Smooth Weights. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-013

Kiwiel, K. (1994). Free-Steering Relaxation Methods for Problems with Strictly Convex Costs and Linear Constraints. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-089

Kiwiel, K. (1994). A Note on the Twice Differentiable Cubic Augmented Lagrangian. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-012

N

Norkin, V.I., Ermoliev, Y.M. & Ruszczynski, A. (1994). On Optimal Allocation of Indivisibles Under Uncertainty. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-021

P

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (1994). Adaptive Design in Discrete Stochastic Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-059

R

Rosa, C.H. (1994). Pathways of Economic Development in an Uncertain Environment: A Finite Scenario Approach to the U.S. Region Under Carbon Emission Restrictions. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-041

Rosa, C.H. & Ruszczynski, A. (1994). On Augmented Lagrangian Decomposition Methods for Multistage Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-125

Rosa, C.H. & Yates, D. (1994). Addressing the Issue of Uncertainty Within the Egyptian Agricultural Sector. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-097

Ruszczynski, A. (1994). On Augmented Lagrangian Decomposition Methods For Multistage Stochastic Programs. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-005

Ruszczynski, A. (1994). A Partial Regularization Method for Saddle Point Seeking. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-020

W

Wets, R.J.-B. (1994). Challenges in Stochastic Programming. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-032