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Confidence level solutions for stochastic programming
13 references·0 citing·36 second hop
Confidence level solutions for stochastic programming (2008)Confidence level solutions for stochastic…Stochastic programming (2011)Stochastic programmingIntroduction to Stochastic Programming (2011)Introduction to Stochastic Pr…On Complexity of Stochastic Programming Problems (2006)On Complexity of Stochastic P…On complexity of multistage stochastic programs (2005)On complexity of multistage s…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (2000)On the Rate of Convergence of…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…A simulation-based approach to two-stage stochastic programming with recourse (1998)A simulation-based approach t…Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming (1996)Stochastic Decomposition : A …Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Stochastic Programming (1972)Stochastic ProgrammingLinear Programming under Uncertainty (1955)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Production planning via scenario modelling (1993)Network planning with random demand (1994)Cut sharing for multistage stochastic linear programs with interstage dependency (1996)Stochastic Programming (2010)Monte Carlo sampling-based methods for stochastic optimization (2014)Robust Stochastic Optimization Made Easy with RSOME (2020)Simulation Modeling and Analysis. (1983)Inventory management and production planning and scheduling (1999)Scenarios for Multistage Stochastic Programs (2000)Proceedings of the 2002 Winter Simulation Conference (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Evaluation of scenario-generation methods for stochastic programming (2003)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Chance-Constrained Programming (1959)Robust Convex Optimization (1998)Coherent Measures of Risk (1999)From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (2009)Primal and dual linear decision rules in stochastic and robust optimization (2009)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Stability of Stochastic Programming Problems (2003)Stochastic programming approach to optimization under uncertainty (2007)Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion (2010)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Distributed decision making––a unified approach (2003)Stochastic programming with integer variables (2003)Managing financial risk in planning under uncertainty (2004)
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