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Two‐Stage Stochastic Integer Programming: A Brief Introduction
16 references·2 citing·29 second hop
Two‐Stage Stochastic Integer Programming: A Brief Introduction (2011)Two‐Stage Stochastic Integer Programming:…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingConditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse (2005)Conditional Value-at-Risk in …A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)A finite branch-and-bound alg…Stochastic Integer Programming (2003)Stochastic Integer ProgrammingThe Sample Average Approximation Method for Stochastic Programs with Integer Recourse (2002)The Sample Average Approximat…The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…A branch and bound method for stochastic integer problems under probabilistic constraints (2002)A branch and bound method for…Multistage Stochastic Integer Programs: An Introduction (2001)Multistage Stochastic Integer…Stochastic integer programming:General models and algorithms (1999)Stochastic integer programmin…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Two‐stage stochastic integer programming: a survey (1996)Two‐stage stochastic integer …Stochastic Programming (1995)Stochastic ProgrammingOn structure and stability in stochastic programs with random technology matrix and complete integer recourse (1995)On structure and stability in…The integer L-shaped method for stochastic integer programs with complete recourse (1993)The integer L-shaped method f…Continuity Properties of Expectation Functions in Stochastic Integer Programming (1993)Continuity Properties of Expe…Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball (2020)Tractable reformulations of t…Robust and stochastic formulations for ambulance deployment and dispatch (2019)Robust and stochastic formula…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Assessing solution quality in stochastic programs (2006)Sample average approximation of expected value constrained stochastic programs (2008)Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity (2018)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)A class of stochastic programs withdecision dependent random elements (1998)Stochastic programming with integer variables (2003)A two‐stage procurement model for humanitarian relief supply chains (2011)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)PySP: modeling and solving stochastic programs in Python (2012)Incorporating risk measures in closed-loop supply chain network design (2013)A case-oriented approach to a lead/acid battery closed-loop supply chain network design under risk and uncertainty (2014)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)A two-echelon stochastic facility location model for humanitarian relief logistics (2011)Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)Risk-averse two-stage stochastic programming with an application to disaster management (2011)
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2010Stochastic Programming2,228 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 1995Stochastic Programming1,539 cited
  • 1993The integer L-shaped method for stochastic integer programs with complete recourse778 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
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  • 1999Stochastic integer programming:General models and algorithms190 cited
  • 2005Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse182 cited
  • 2002The Sample Average Approximation Method for Stochastic Programs with Integer Recourse179 cited
  • 1996Two‐stage stochastic integer programming: a survey115 cited
  • 2002A branch and bound method for stochastic integer problems under probabilistic constraints107 cited
  • 2003Stochastic Integer Programming89 cited
  • 1995On structure and stability in stochastic programs with random technology matrix and complete integer recourse86 cited
  • 2001Multistage Stochastic Integer Programs: An Introduction83 cited

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  • 1993Continuity Properties of Expectation Functions in Stochastic Integer Programming72 cited
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    • 2020Tractable reformulations of two-stage distributionally robust linear programs over the type- ∞ Wasserstein ball49 cited
    • 2019Robust and stochastic formulations for ambulance deployment and dispatch38 cited