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ArticleOn decision rules in stochastic programming

Stanley J. Garstka1974

Article1974

On decision rules in stochastic programming

Stanley J. Garstka · Roger J.‐B. Wets

143 citations·0/0 files stored·Mathematical Programming

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Risk and Portfolio Optimization Advanced Optimization Algorithms Research Optimization and Mathematical Programming

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References

1959Chance-Constrained Programming 1955Theory of Games and Statistical Decisions.1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints 1955Theory of Games and Statistical Decisions 1962Chance Constraints and Normal Deviates 1967Stochastic Programs with Recourse

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1997Solving long-term financial planning problems via global optimization 2022Robust Satisficing 2018Adjustable Robust Optimization via Fourier–Motzkin Elimination 1980A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem 1983Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition”2017Binary decision rules for multistage adaptive mixed-integer optimization 2013Supermodularity and Affine Policies in Dynamic Robust Optimization 1981Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition

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Year1974

Typearticle

Published1974-12-01

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations143

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/bf01585511

openalex_workW1983643871

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