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Stochastic Programming Models
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Stochastic Programming Models (2003)Stochastic Programming ModelsIntroduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Stochastic Programming (1995)Stochastic ProgrammingRobust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Linear Programming under Uncertainty (1955)Linear Programming under Unce…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities (2024)Decision-Focused Learning: Fo…A novel option contract integrated with supplier selection and inventory prepositioning for humanitarian relief supply chains (2020)A novel option contract integ…Dealing with Uncertainties in MCDA (2016)Dealing with Uncertainties in…Hybrid simulation–optimization methods: A taxonomy and discussion (2014)Hybrid simulation–optimizatio…Clearing the Jungle of Stochastic Optimization (2014)Clearing the Jungle of Stocha…A Guide to Sample Average Approximation (2014)A Guide to Sample Average App…Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems (2009)Dantzig-Wolfe Decomposition f…A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand (2009)A multi-stage stochastic prog…Stochastic programming approach to optimization under uncertainty (2007)Stochastic programming approa…Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Financial scenario generation…Dealing with Uncertainties in MCDA (2006)Dealing with Uncertainties in…Polyhedral Risk Measures in Stochastic Programming (2005)Polyhedral Risk Measures in S…Convexity and decomposition of mean-risk stochastic programs (2005)Convexity and decomposition o…Ambiguous chance constrained problems and robust optimization (2005)Ambiguous chance constrained …On a Class of Minimax Stochastic Programs (2004)On a Class of Minimax Stochas…Stability of Stochastic Programming Problems (2003)Stability of Stochastic Progr…Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Decisions with Multiple Objectives (1993)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Robust optimization – A comprehensive survey (2007)Theory of games and economic behavior (2019)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Chance Constrained Efficiency Evaluation (1995)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Ambulance location and relocation models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)A stochastic model for risk management in global supply chain networks (2007)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
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  • 2011Introduction to Stochastic Programming6,469 cited
  • 1995Robust Optimization of Large-Scale Systems1,959 cited
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  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
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  • 2005Ambiguous chance constrained problems and robust optimization303 cited
  • 2014

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A Guide to Sample Average Approximation
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  • 2024Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities149 cited
  • 2016Dealing with Uncertainties in MCDA143 cited
  • 2009A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand138 cited
  • 2006Dealing with Uncertainties in MCDA125 cited
  • 2004On a Class of Minimax Stochastic Programs122 cited
  • 2020A novel option contract integrated with supplier selection and inventory prepositioning for humanitarian relief supply chains119 cited
  • 2005Polyhedral Risk Measures in Stochastic Programming119 cited
  • 2009Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems115 cited
  • 2014Clearing the Jungle of Stochastic Optimization110 cited