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Generalized decision rule approximations for stochastic programming via liftings
16 references·16 citing·31 second hopsampled
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2009Robust Optimization3,008 cited
  • 2010Stochastic Programming2,228 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1995Stochastic Programming931 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 2010Distributionally Robust Optimization and Its Tractable Approximations668 cited
  • 2007Two-Stage Robust Network Flow and Design Under Demand Uncertainty340 cited
  • 2005Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach322 cited
  • 2006On Complexity of Stochastic Programming Problems317 cited
  • 2009Primal and dual linear decision rules in stochastic and robust optimization259 cited
  • 2007A Linear Decision-Based Approximation Approach to Stochastic Programming248 cited
  • 2010Optimality of Affine Policies in Multistage Robust Optimization227 cited
  • 2010Information Relaxations and Duality in Stochastic Dynamic Programs225 cited
  • 2011On the power and limitations of affine policies in two-stage adaptive optimization

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182 cited

Cited by

  • 2015Design of Near Optimal Decision Rules in Multistage Adaptive Mixed-Integer Optimization113 cited
  • 2018Optimization under Decision-Dependent Uncertainty106 cited
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  • 2018The decision rule approach to optimization under uncertainty: methodology and applications64 cited
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  • 2020Integrating Anticipative Replenishment Allocation with Reactive Fulfillment for Online Retailing Using Robust Optimization59 cited
  • 2021Robust omnichannel retail operations with the implementation of ship-from-store57 cited
  • 2019K-adaptability in two-stage mixed-integer robust optimization57 cited
  • 2011Decision rules for information discovery in multi-stage stochastic programming55 cited
  • 2022Dynamic optimization with side information46 cited
  • 2017The Value of Flexibility in Robust Location–Transportation Problems44 cited
  • 2012A constraint sampling approach for multi-stage robust optimization44 cited
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