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Solving Stochastic Programming Problems with Recourse Including Error Bounds
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Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)Solving Stochastic Programming Problems w…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingSolving stochastic programs with simple recourse (1983)Solving stochastic programs w…Computational methods for solving two-stage stochastic linear programming problems (1979)Computational methods for sol…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingStochastic Programs with Recourse (1967)Stochastic Programs with Reco…Programming under uncertainty: The complete problem (1966)Programming under uncertainty…Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…A hierarchy of bounds for stochastic mixed-integer programs (2012)A hierarchy of bounds for sto…Solving two-stage stochastic programming problems with level decomposition (2006)Solving two-stage stochastic …SLP-IOR: An interactive model management system for stochastic linear programs (1996)SLP-IOR: An interactive model…Real-Time Scheduling on a Transit Bus Route (1992)Real-Time Scheduling on a Tra…Planning under uncertainty solving large-scale stochastic linear programs (1992)Planning under uncertainty so…Distribution sensitivity in stochastic programming (1991)Distribution sensitivity in s…Sublinear upper bounds for stochastic programs with recourse (1989)Sublinear upper bounds for st…Deterministic approximations of probability inequalities (1989)Deterministic approximations …Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis (1987)Stochastic programming with i…Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem (1987)Computing Bounds for Stochast…Stability in stochastic programming with recourse. Contaminated distributions (1986)Stability in stochastic progr…Bounds on the value of information in uncertain decision problems II (1983)Bounds on the value of inform…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Chapter VIII Stochastic programming (1989)Stability of Solutions for Stochastic Programs with Complete Recourse (1993)Quantitative stability in stochastic programming (1994)Linear Programming under Uncertainty (1955)On the Solution of Two-stage Linear Programs under Uncertainty (1961)The Value of Information and Stochastic Programming (1970)On decision rules in stochastic programming (1974)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Linear Programming Under Uncertainty (2004)A Dynamic Model for Bond Portfolio Management (1972)Short Term Financial Planning under Uncertainty (1982)A Bank Asset and Liability Management Model (1986)Stochastic programming with simple integer recourse (1993)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs (1988)Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (2019)MONTE CARLO METHODS AND THE PERT PROBLEM (1963)Stochastic Programming: Solution Techniques and Approximation Schemes (1983)A Note on Certainty Equivalence in Dynamic Planning (1992)Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Barycentric scenario trees in convex multistage stochastic programming (1996)Monte Carlo sampling approach to stochastic programming (2003)Introduction to Stochastic Programming (2011)A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization (2014)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Approximation Techniques in Stochastic Programming (1988)CHANCE-CONSTRAINED PROGRAMMING: AN EXTENSION OF STATISTICAL METHOD11This research was partly supported by a grant from the Farah Foundation and by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas. Reproduction in whole or in part is permitted for any purpose of the United States Government. (1971)A Research Bibliography in Stochastic Programming, 1955–1975 (1976)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Stochastic programming approach to optimization under uncertainty (2007)
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References

  • 2010Stochastic Linear Programming667 cited
  • 1976Stochastic Linear Programming337 cited
  • 1960Inequalities for Stochastic Linear Programming Problems261 cited
  • 1967Stochastic Programs with Recourse192 cited
  • 1983Solving stochastic programs with simple recourse115 cited
  • 1966Programming under uncertainty: The complete problem93 cited
  • 1979Computational methods for solving two-stage stochastic linear programming problems83 cited

Cited by

  • 1992Planning under uncertainty solving large-scale stochastic linear programs81 cited
  • 1987Computing Bounds for Stochastic Programming Problems by Means of a Generalized Moment Problem73 cited
  • 1991Distribution sensitivity in stochastic programming73 cited
  • 1989Deterministic approximations of probability inequalities71 cited
  • 2006Solving two-stage stochastic programming problems with level decomposition64 cited
  • 1989Sublinear upper bounds for stochastic programs with recourse63 cited
  • 1987Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis50 cited
  • 1996SLP-IOR: An interactive model management system for stochastic linear programs

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49 cited
  • 1983Bounds on the value of information in uncertain decision problems II40 cited
  • 2012A hierarchy of bounds for stochastic mixed-integer programs40 cited
  • 1986Stability in stochastic programming with recourse. Contaminated distributions34 cited
  • 1992Real-Time Scheduling on a Transit Bus Route17 cited