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Bounds in Multistage Linear Stochastic Programming
16 references·3 citing·33 second hop
Bounds in Multistage Linear Stochastic Programming (2013)Bounds in Multistage Linear Stochastic Pr…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingAnalyzing the quality of the expected value solution in stochastic programming (2010)Analyzing the quality of the …The Value of Multistage Stochastic Programming in Capacity Planning Under Uncertainty (2009)The Value of Multistage Stoch…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…The value of the stochastic solution in multistage problems (2007)The value of the stochastic s…Stochastic programming approach to optimization under uncertainty (2007)Stochastic programming approa…Dynamic Stochastic Optimization (2004)Dynamic Stochastic Optimizati…Stochastic Programming Models (2003)Stochastic Programming ModelsStochastic Programming (1995)Stochastic ProgrammingThe value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The value of the stochastic s…The Value of Information and Stochastic Programming (1970)The Value of Information and …Applied Statistical Decision Theory. (1962)Applied Statistical Decision …Applied Statistical Decision Theory (1962)Applied Statistical Decision …Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…The value of the right distribution in stochastic programming with application to a Newsvendor problem (2019)The value of the right distri…A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches (2017)A scenario-based framework fo…Bounds and Approximations for Multistage Stochastic Programs (2016)Bounds and Approximations for…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)PORTFOLIO SELECTION* (1952)Robust Optimization of Large-Scale Systems (1995)Ambiguous chance constrained problems and robust optimization (2005)A Guide to Sample Average Approximation (2014)Hybrid simulation–optimization methods: A taxonomy and discussion (2014)Linear Programming under Uncertainty (1955)A Bank Asset and Liability Management Model (1986)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Linear Programming Under Uncertainty (2004)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)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)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)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Bayesian Experimental Design: A Review (1995)Differential information and the small firm effect (1984)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Portfolio optimization with conditional value-at-risk objective and constraints (2001)A two-stage stochastic programming framework for transportation planning in disaster response (2004)
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  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
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  • 2010Analyzing the quality of the expected value solution in stochastic programming101 cited
  • 2004Dynamic Stochastic Optimization

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60 cited

Cited by

  • 2017A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches43 cited
  • 2016Bounds and Approximations for Multistage Stochastic Programs39 cited
  • 2019The value of the right distribution in stochastic programming with application to a Newsvendor problem14 cited