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On decision rules in stochastic programming
6 references·16 citing·44 second hop
On decision rules in stochastic programming (1974)On decision rules in stochastic programmi…Stochastic Programs with Recourse (1967)Stochastic Programs with Reco…Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Deterministic Equivalents for…Chance Constraints and Normal Deviates (1962)Chance Constraints and Normal…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingTheory of Games and Statistical Decisions. 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this work references cited by second hop

References

  • 1959Chance-Constrained Programming2,748 cited
  • 1955Theory of Games and Statistical Decisions.1,032 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 1955Theory of Games and Statistical Decisions507 cited
  • 1962Chance Constraints and Normal Deviates207 cited
  • 1967Stochastic Programs with Recourse192 cited

Cited by

  • 1997Solving long-term financial planning problems via global optimization137 cited
  • 2022Robust Satisficing112 cited
  • 2018Adjustable Robust Optimization via Fourier–Motzkin Elimination97 cited
  • 1980A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem94 cited
  • 1983Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition”92 cited
  • 2017Binary decision rules for multistage adaptive mixed-integer optimization92 cited
  • 2013Supermodularity and Affine Policies in Dynamic Robust Optimization89 cited
  • 1981Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition87 cited
  • 1976A Research Bibliography in Stochastic Programming, 1955–1975

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84 cited
  • 2016An approach for analyzing and managing flexibility in engineering systems design based on decision rules and multistage stochastic programming65 cited
  • 2022A Data-Driven Approach to Multistage Stochastic Linear Optimization65 cited
  • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited
  • 1995Multistage stochastic programs: The state-of-the-art and selected bibliography64 cited
  • 2011A Geometric Characterization of the Power of Finite Adaptability in Multistage Stochastic and Adaptive Optimization60 cited
  • 1986Multistage stochastic programs with block-separable recourse52 cited
  • 2018Two-stage linear decision rules for multi-stage stochastic programming44 cited