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Algorithms for Stochastic Mixed-Integer Programming Models
16 references·11 citing·30 second hop
Algorithms for Stochastic Mixed-Integer Programming Models (2005)Algorithms for Stochastic Mixed-Integer P…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)A finite branch-and-bound alg…Stochastic programming with integer variables (2003)Stochastic programming with i…An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)An Approach for Strategic Sup…Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Concavity and efficient points of discrete distributions in probabilistic programming (2000)Concavity and efficient point…Computational solution of capacity planning models under uncertainty (2000)Computational solution of cap…Stochastic integer programming:General models and algorithms (1999)Stochastic integer programmin…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming (1996)Progressive hedging and tabu …The integer L-shaped method for stochastic integer programs with complete recourse (1993)The integer L-shaped method f…Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…An integer L-shaped algorithm for the integrated location and network restoration problem in disaster relief (2021)An integer L-shaped algorithm…A multi-objective production 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Programming (2010)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)PORTFOLIO SELECTION* (1952)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer 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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 1993The integer L-shaped method for stochastic integer programs with complete recourse778 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
  • 2004A finite branch-and-bound algorithm for two-stage stochastic integer programs253 cited
  • 2003An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming235 cited
  • 2000Concavity and efficient points of discrete distributions in probabilistic programming211 cited
  • 1992Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs209 cited
  • 1999Stochastic integer programming:General models and algorithms190 cited
  • 2003Stochastic programming with integer variables183 cited
  • 1996Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

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178 cited
  • 2000Computational solution of capacity planning models under uncertainty145 cited
  • Cited by

    • 2012Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs88 cited
    • 2007Workforce planning at USPS mail processing and distribution centers using stochastic optimization78 cited
    • 2008Cutting Planes for Multistage Stochastic Integer Programs63 cited
    • 2017An Introduction to Two-Stage Stochastic Mixed-Integer Programming62 cited
    • 2017A stochastic programming approach for Shelter location and evacuation planning59 cited
    • 2021An integer L-shaped algorithm for the integrated location and network restoration problem in disaster relief57 cited
    • 2015Integration of progressive hedging and dual decomposition in stochastic integer programs56 cited
    • 2011The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations54 cited
    • 2017Stochastic last mile relief network design with resource reallocation51 cited
    • 2019A multi-objective production planning problem with the consideration of time and cost in clinical trials21 cited
    • 2017The airline long-haul fleet planning problem: The case of TAP service to/from Brazil17 cited