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Finite master programs in regularized stochastic decomposition
4 references·6 citing·33 second hop
Finite master programs in regularized stochastic decomposition (1994)Finite master programs in regularized sto…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Statistical verification of optimality conditions for stochastic programs with recourse (1991)Statistical verification of o…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Coalescing Data and Decision Sciences for Analytics (2018)Coalescing Data and Decision …Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming (2014)Multistage Stochastic Decompo…Stochastic Programming (2013)Stochastic ProgrammingConditioning of convex piecewise linear stochastic programs (2002)Conditioning of convex piecew…Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs (1998)Variance Reduction and Object…Duality and statistical tests of optimality for two stage stochastic programs (1996)Duality and statistical tests…Linear Programming under Uncertainty (1955)A simulation-based approach to two-stage stochastic programming with recourse (1998)A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)Linear Programming Under Uncertainty (2004)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Monte Carlo simulation approach to stochastic programming (2002)Assessing Solution Quality in Stochastic Programs via Sampling (2009)The impact of sampling methods on bias and variance in stochastic linear programs (2010)Introduction to Stochastic Programming (2011)Numerical Techniques for Stochastic Optimization (1988)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)Statistical testing of optimality conditions in multiresponse simulation-based optimization (2008)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)A Guide to Simulation (1983)A guide to simulation (2nd ed.) (1986)Problem-driven scenario generation : an analytical approach for stochastic programs with tail risk measure (2015)Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees (2023)A Stochastic Approximation Method (1951)Two-stage linear decision rules for multi-stage stochastic programming (2018)A multi-stage stochastic program for evacuation management under tornado track uncertainty (2019)Lagrangian dual decomposition for the ambulance relocation and routing considering stochastic demand with the truncated Poisson (2022)Introduction to Operations Research (1968)The Price of Robustness (2004)Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)The Discrete Moment Problem with Nonconvex Shape Constraints (2020)
this work references cited by second hop

References

  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1991Statistical verification of optimality conditions for stochastic programs with recourse69 cited

Cited by

  • 2002Conditioning of convex piecewise linear stochastic programs67 cited
  • 2014Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming52 cited
  • 1998Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs49 cited
  • 1996Duality and statistical tests of optimality for two stage stochastic programs47 cited
  • 2013Stochastic Programming46 cited
  • 2018Coalescing Data and Decision Sciences for Analytics15 cited

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