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Computational Algorithms for Convex Stochastic Programs with Simple Recourse
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Computational Algorithms for Convex Stochastic Programs with Simple Recourse (1970)Computational Algorithms for Convex Stoch…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Stochastic Programs with Recourse (1967)Stochastic Programs with Reco…Programming under uncertainty: The complete problem (1966)Programming under uncertainty…On Stochastic Linear Programming (1965)On Stochastic Linear Programm…Inequalities for Stochastic Nonlinear Programming Problems (1964)Inequalities for Stochastic N…On the Solution of Two-stage Linear Programs under Uncertainty (1961)On the Solution of Two-stage …Allocation under Uncertainty when the Demand has Continuous D.F. (1960)Allocation under Uncertainty …Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (2000)Decreasing the sensitivity of…Tight Bounds for Stochastic Convex Programs (1992)Tight Bounds for Stochastic C…Algorithms for stochastic programs: The case of nonstochastic tenders (1986)Algorithms for stochastic pro…Inequalities for Stochastic Linear Programming Problems (1960)Nonlinear Programming Problems with Stochastic Objective Functions (1964)Stochastic Programming (1967)Budgeting in International Humanitarian Organizations (2021)A Bank Asset and Liability Management Model (1986)Numerical Techniques for Stochastic Optimization (1988)Bound‐based approximations in multistage stochasticprogramming: Nonanticipativity aggregation (1999)Restricted-Recourse Bounds for Stochastic Linear Programming (1999)Assessing policy quality in multi-stage stochastic programming (2004)Linear Programming under Uncertainty (1955)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)Operations Research in Production and Inventory Control (1962)Approximation Formulas for Stochastic Linear Programming (1966)Duality for Stochastic Programming Interpreted as L. P. in $L_p $-Space (1975)Multistage Stochastic Programming with Recourse: The Equivalent Deterministic Problem (1976)Foundations of Economic Analysis. (1948)A Research Bibliography in Stochastic Programming, 1955–1975 (1976)Uncapacitated plant location-allocation problems with price sensitive stochastic demands (1988)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Portfolio Selection: Efficient Diversification of Investments (1959)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs (2003)SAMS: Stochastic Analysis With Minimal Sampling—A Fast Algorithm for Analysis and Design Under Uncertainty (2004)Robust optimisation formulations for the design of an electric machine (2018)Theory of games and economic behavior (2019)Contributions to the theory of stochastic programming (1973)Dynamic stochastic programmingfor asset-liability management (1998)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)Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)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)
this work references cited by second hop

References

  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1961On the Solution of Two-stage Linear Programs under Uncertainty197 cited
  • 1967Stochastic Programs with Recourse192 cited
  • 1966Programming under uncertainty: The complete problem93 cited
  • 1965On Stochastic Linear Programming72 cited
  • 1964Inequalities for Stochastic Nonlinear Programming Problems67 cited
  • 1960Allocation under Uncertainty when the Demand has Continuous D.F.43 cited

Cited by

  • 2000Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty41 cited
  • 1992Tight Bounds for Stochastic Convex Programs36 cited
  • 1986Algorithms for stochastic programs: The case of nonstochastic tenders31 cited

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