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Decision rules for information discovery in multi-stage stochastic programming
15 references·1 citing·29 second hop
Decision rules for information discovery in multi-stage stochastic programming (2011)Decision rules for information discovery …Generalized decision rule approximations for stochastic programming via liftings (2014)Generalized decision rule app…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Optimization of R&D project portfolios under endogenous uncertainty (2010)Optimization of R&D project p…Finite Adaptability in Multistage Linear Optimization (2010)Finite Adaptability in Multis…Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Optim…Robust Optimization (2009)Robust OptimizationPrimal and dual linear decision rules in stochastic and robust optimization (2009)Primal and dual linear decisi…Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming (2009)Modeling methods and a branch…A stochastic programming approach for clinical trial planning in new drug development (2007)A stochastic programming appr…On Complexity of Stochastic Programming Problems (2006)On Complexity of Stochastic P…A Class of stochastic programs with decision dependent uncertainty (2006)A Class of stochastic program…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…A class of stochastic programs withdecision dependent random elements (1998)A class of stochastic program…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Endogenous stochastic optimisation for relief distribution assisted with unmanned aerial vehicles (2020)Endogenous stochastic optimis…Robust Convex Optimization (1998)Optimization of conditional value-at-risk (2000)The Price of Robustness (2004)On the power and limitations of affine policies in two-stage adaptive optimization (2011)K-Adaptability in Two-Stage Robust Binary Programming (2015)Stochastic Programming (1995)Robust solutions of uncertain linear programs (1999)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Coherent Measures of Risk (1999)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)Frameworks and Results in Distributionally Robust Optimization (2022)Chance-Constrained Programming (1959)From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization (2009)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Dual decomposition in stochastic integer programming (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Distributionally robust facility location problem under decision-dependent stochastic demand (2020)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Theory and Applications of Robust Optimization (2011)Algorithm Engineering in Robust Optimization (2016)Robust optimization – A comprehensive survey (2007)Quantitative models for managing supply chain risks: A review (2015)Robust Solutions of Optimization Problems Affected by Uncertain Probabilities (2012)Distributionally Robust Convex Optimization (2014)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)
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  • 2020Endogenous stochastic optimisation for relief distribution assisted with unmanned aerial vehicles29 cited