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On stochastic dynamic programming for solving large-scale planning problems under uncertainty
14 references·3 citing·31 second hop
On stochastic dynamic programming for solving large-scale planning problems under uncertainty (2008)On stochastic dynamic programming for sol…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingApplications of Stochastic Programming (2005)Applications of Stochastic Pr…Dynamic Version of the Economic Lot Size Model (2004)Dynamic Version of the Econom…A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)A Multi-Stage Stochastic Inte…Stochastic Optimization: Algorithms and Applications (2001)Stochastic Optimization: Algo…Schumann, a modeling framework for supply chain management under uncertainty (1999)Schumann, a modeling framewor…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Stochastic Decomposition (1996)Stochastic DecompositionStochastic programming (1995)Stochastic programmingLogistics of Production and Inventory (1995)Logistics of Production and I…Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…Models for Design and Control of Stochastic, Multi-Item Batch Production Systems (1986)Models for Design and Control…Dynamic Version of the Economic Lot Size Model (1958)Dynamic Version of the Econom…Fleet planning under demand and fuel price uncertainty using actor–critic reinforcement learning (2023)Fleet planning under demand a…The multistage one-shot decision making:theory and its application (2015)The multistage one-shot decis…MULTI-PERIOD DECISION MAKING WITH ONE-SHOT DECISION THEORY (2012)MULTI-PERIOD DECISION MAKING …Generating Scenario Trees for Multistage Decision Problems (2001)An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)Multi-period design and planning of closed-loop supply chains with uncertain supply and demand (2014)Stochastic dual dynamic integer programming (2018)Chance-Constrained Programming (1959)Linear Programming Under Uncertainty (2004)Assessing solution quality in stochastic programs (2006)Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)Credit risk optimization with Conditional Value-at-Risk criterion (2001)DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (2005)Multi-objective stochastic programming for portfolio selection (2005)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)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)A robust optimization model for stochastic logistic problems (2000)An Inventory-Location Model: Formulation, Solution Algorithm and Computational Results (2002)Operations management research methodologies using quantitative modeling (2002)Perishable Inventory Theory: A Review (1982)Network Design and Transportation Planning: Models and Algorithms (1984)Quantitative models for reverse logistics: A review (1997)A generic stochastic model for supply-and-return network design (2005)Stochastic reverse logistics network design for waste of electrical and electronic equipment (2015)An effective two-stage stochastic multi-trip location-transportation model with social concerns in relief supply chains (2018)Robust solutions of uncertain linear programs (1999)Lectures on Stochastic Programming: Modeling and Theory (2009)Flow Coordination and Information Sharing in Supply Chains: Review, Implications, and Directions for Future Research (2002)Smart “Predict, then Optimize” (2021)
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  • 2023Fleet planning under demand and fuel price uncertainty using actor–critic reinforcement learning18 cited
  • 2015

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The multistage one-shot decision making:theory and its application
0 cited
  • 2012MULTI-PERIOD DECISION MAKING WITH ONE-SHOT DECISION THEORY0 cited