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Aggregation bounds in stochastic linear programming
8 references·14 citing·34 second hop
Aggregation bounds in stochastic linear programming (1985)Aggregation bounds in stochastic linear p…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (1977)Bounds on the Expectation of …Nonanticipativity and L 1-martingales in stochastic optimization problems (1976)Nonanticipativity and L 1-mar…Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design (2020)Partial Benders Decomposition…Two-stage linear decision rules for multi-stage stochastic programming (2018)Two-stage linear decision rul…Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (2017)Adaptive Partition-Based Leve…An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (2015)An Adaptive Partition-Based A…A hierarchy of bounds for stochastic mixed-integer programs (2012)A hierarchy of bounds for sto…OR PRACTICE—Scheduling of Dynamic In-Game Advertising (2011)OR PRACTICE—Scheduling of Dyn…Determining supply requirement in the sales-and-operations-planning (S&OP) process under demand uncertainty: a stochastic programming formulation and a spreadsheet implementation (2010)Determining supply requiremen…Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (2010)Adaptive multicut aggregation…LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (2005)LP Modeling for Asset-Liabili…Duality and statistical tests of optimality for two stage stochastic programs (1996)Duality and statistical tests…Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Multistage stochastic program…Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs (1994)Primal-Dual Aggregation and D…Tight Bounds for Stochastic Convex Programs (1992)Tight Bounds for Stochastic C…Planning under uncertainty using parallel computing (1988)Planning under uncertainty us…Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints (1978)Stability of Multistage Stochastic Programs (2006)Pathwise Stochastic Optimal Control (2007)Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)MONTE CARLO METHODS AND THE PERT PROBLEM (1963)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)A Note on Certainty Equivalence in Dynamic Planning (1992)Multicommodity Distribution System Design by Benders Decomposition (1974)The design of robust value-creating supply chain networks: A critical review (2009)Introduction to Stochastic Programming (2011)Chance-Constrained Programming (1959)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Applying the progressive hedging algorithm to stochastic generalized networks (1991)Network planning with random demand (1994)Stochastic Programming (1995)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Dynamic Stochastic Programming for Asset-Liability Management (1998)EVPI‐based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures (1999)Portfolio optimization via stochastic programming: Methods of output analysis (1999)Stochastic Programming (2010)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)Approximation Techniques in Stochastic Programming (1988)Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Robust optimization – A comprehensive survey (2007)Distributionally Robust Optimization and Its Tractable Approximations (2010)Quantitative models for managing supply chain risks: A review (2015)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
this work references cited by second hop

References

  • 1955Linear Programming under Uncertainty1,227 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1997Introduction to Stochastic Programming959 cited
  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 1960Inequalities for Stochastic Linear Programming Problems261 cited
  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
  • 1976Nonanticipativity and L 1-martingales in stochastic optimization problems154 cited
  • 1977Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming108 cited

Cited by

  • 2020Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design70 cited
  • 1995Multistage stochastic programs: The state-of-the-art and selected bibliography64 cited
  • 2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications56 cited
  • 2010Adaptive multicut aggregation for two-stage stochastic linear programs with recourse53 cited
  • 1996Duality and statistical tests of optimality for two stage stochastic programs47 cited
  • 1994Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs45 cited

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  • 2018Two-stage linear decision rules for multi-stage stochastic programming44 cited
  • 2015An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse44 cited
  • 2012A hierarchy of bounds for stochastic mixed-integer programs40 cited
  • 2011OR PRACTICE—Scheduling of Dynamic In-Game Advertising37 cited
  • 2017Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse37 cited
  • 1988Planning under uncertainty using parallel computing37 cited
  • 1992Tight Bounds for Stochastic Convex Programs36 cited
  • 2010Determining supply requirement in the sales-and-operations-planning (S&OP) process under demand uncertainty: a stochastic programming formulation and a spreadsheet implementation27 cited