SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties
10 references·1 citing·36 second hop
A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties (2013)A new decomposition algorithm for multist…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…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…A Class of stochastic programs with decision dependent uncertainty (2006)A Class of stochastic program…A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)A finite branch-and-bound alg…Stochastic programming with integer variables (2003)Stochastic programming with i…Optimization under uncertainty: state-of-the-art and opportunities (2003)Optimization under uncertaint…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…A disaggregation algorithm for the optimization of stochastic planning models (1997)A disaggregation algorithm fo…Offshore oilfield development planning under uncertainty and fiscal considerations (2016)Offshore oilfield development…The price of innovation: new estimates of drug development costs (2003)Decision rules for information discovery in multi-stage stochastic programming (2011)MILP formulations for single- and multi-mode resource-constrained project scheduling problems (2011)R&D pipeline management: Task interdependencies and risk management (2011)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Chance-Constrained Programming (1959)Decision Making in a Fuzzy Environment (2007)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Simulation optimization: a review of algorithms and applications (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Stochastic Programming (1995)An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)Stochastic Programming (2010)A two-echelon stochastic facility location model for humanitarian relief logistics (2011)Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs (2016)Handbooks in operations research and management science (1989)Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty (2007)A simple heuristic for reducing the number of scenarios in two-stage stochastic programming (2009)Models for robust tactical planning in multi-stage production systems with uncertain demands (2009)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)Algorithms for Stochastic Mixed-Integer Programming Models (2005)K-Adaptability in Two-Stage Robust Binary Programming (2015)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Optimization of R&D project portfolios under endogenous uncertainty (2010)Distributionally robust facility location problem under decision-dependent stochastic demand (2020)Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties (2016)Decision-dependent probabilities in stochastic programs with recourse (2018)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 2003Optimization under uncertainty: state-of-the-art and opportunities1,180 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2004A finite branch-and-bound algorithm for two-stage stochastic integer programs253 cited
  • 2006A Class of stochastic programs with decision dependent uncertainty249 cited
  • 2003Stochastic programming with integer variables183 cited
  • 2007A stochastic programming approach for clinical trial planning in new drug development138 cited
  • 1997A disaggregation algorithm for the optimization of stochastic planning models109 cited
  • 2009Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming98 cited

Cited by

  • 2016Offshore oilfield development planning under uncertainty and fiscal considerations31 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work