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Stochastic programming with simple integer recourse
6 references·5 citing·28 second hop
Stochastic programming with simple integer recourse (1993)Stochastic programming with simple intege…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Solving stochastic programs with simple recourse (1983)Solving stochastic programs w…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingLinear Programming under Uncertainty (1955)Linear Programming under Unce…An ALM model for pension funds using integrated chance constraints (2009)An ALM model for pension fund…Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach (2006)Two-stage integer programs wi…Convex approximations for complete integer recourse models (2004)Convex approximations for com…Rates of Convergence in Stochastic Programs with Complete Integer Recourse (1996)Rates of Convergence in Stoch…On the convex hull of the simple integer recourse objective function (1995)On the convex hull of the sim…Handbooks in operations research and management science (1989)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system (2020)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)The integer L-shaped method for stochastic integer programs with complete recourse (1993)Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming (2008)A Dynamic Model for Bond Portfolio Management (1972)Short Term Financial Planning under Uncertainty (1982)Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)A Bank Asset and Liability Management Model (1986)Planning under uncertainty solving large-scale stochastic linear programs (1992)Stochastic Programming (1995)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)SLP-IOR: An interactive model management system for stochastic linear programs (1996)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Stochastic programming approach to optimization under uncertainty (2007)
this work references cited by second hop

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  • 2004Linear Programming Under Uncertainty1,173 cited
  • 2010Stochastic Linear Programming667 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1976Stochastic Linear Programming337 cited
  • 1983Solving stochastic programs with simple recourse115 cited

Cited by

  • 1995On the convex hull of the simple integer recourse objective function52 cited
  • 1996Rates of Convergence in Stochastic Programs with Complete Integer Recourse48 cited
  • 2004Convex approximations for complete integer recourse models45 cited
  • 2009An ALM model for pension funds using integrated chance constraints43 cited
  • 2006Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach43 cited

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