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On robust optimization of two-stage systems
16 references·14 citing·34 second hop
On robust optimization of two-stage systems (2004)On robust optimization of two-stage syste…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingThe empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sam…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…An Introductory Tutorial on Stochastic Linear Programming Models (1999)An Introductory Tutorial on S…A Brief History of Downside Risk Measures (1999)A Brief History of Downside R…Financial Economics (1997)Financial EconomicsRobust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Foundations for Financial Economics. (1989)Foundations for Financial Eco…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Budgeting in International Humanitarian Organizations (2021)Budgeting in International Hu…An interval uncertain optimization method using back-propagation neural network differentiation (2020)An interval uncertain optimiz…An active learning approach for identifying the smallest subset of informative scenarios for robust planning under deep uncertainty (2020)An active learning approach f…Supporting DMDU: A Taxonomy of Approaches and Tools (2019)Supporting DMDU: A Taxonomy o…Interval optimization for structural dynamic responses of an artillery system under uncertainty (2019)Interval optimization for str…An uncertain optimization method for overall ballistics based on stochastic programming and a neural network surrogate model (2018)An uncertain optimization met…How Robust is a Robust Policy? Comparing Alternative Robustness Metrics for Robust Decision-Making (2016)How Robust is a Robust Policy…Decomposition algorithms for two-stage chance-constrained programs (2014)Decomposition algorithms for …Risk Management in Production Planning of Perishable Goods (2013)Risk Management in Production…Risk-averse two-stage stochastic programs in furniture plants (2012)Risk-averse two-stage stochas…Application of Robust Optimization to the Sawmill Planning Problem (2011)Application of Robust Optimiz…Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning (2009)Robust production planning in…Robust scenario optimization based on downside-risk measure for multi-period portfolio selection (2006)Robust scenario optimization …Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse (2003)Risk Aversion via Excess Prob…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. 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  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 2010Stochastic Programming2,228 cited
  • 1995Robust Optimization of Large-Scale Systems1,959 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
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  • 2006The empirical behavior of sampling methods for stochastic programming426 cited
  • 1999A Brief History of Downside Risk Measures308 cited
  • 1999An Introductory Tutorial on Stochastic Linear Programming Models236 cited

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1997
Financial Economics
233 cited

Cited by

  • 2009Robust production planning in a manufacturing environment with random yield: A case in sawmill production planning111 cited
  • 2019Supporting DMDU: A Taxonomy of Approaches and Tools100 cited
  • 2014Decomposition algorithms for two-stage chance-constrained programs92 cited
  • 2003Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse84 cited
  • 2011Application of Robust Optimization to the Sawmill Planning Problem49 cited
  • 2016How Robust is a Robust Policy? Comparing Alternative Robustness Metrics for Robust Decision-Making49 cited
  • 2006Robust scenario optimization based on downside-risk measure for multi-period portfolio selection49 cited
  • 2012Risk-averse two-stage stochastic programs in furniture plants41 cited
  • 2021Budgeting in International Humanitarian Organizations40 cited
  • 2020An active learning approach for identifying the smallest subset of informative scenarios for robust planning under deep uncertainty37 cited
  • 2020An interval uncertain optimization method using back-propagation neural network differentiation36 cited
  • 2019Interval optimization for structural dynamic responses of an artillery system under uncertainty32 cited
  • 2013Risk Management in Production Planning of Perishable Goods31 cited
  • 2018An uncertain optimization method for overall ballistics based on stochastic programming and a neural network surrogate model19 cited