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An algorithmic framework for solving large-scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees
9 references·0 citing·35 second hop
An algorithmic framework for solving large-scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees (2011)An algorithmic framework for solving larg…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…A decomposition-based stochastic programming approach for the project scheduling problem under time/cost trade-off settings and uncertain durations (2010)A decomposition-based stochas…Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse (2005)Conditional Value-at-Risk in …Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Stochastic programming with integer variables (2003)Stochastic programming with i…Stochastic integer programming:General models and algorithms (1999)Stochastic integer programmin…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Linear Programming under Uncertainty (1955)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)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)The integer L-shaped method for stochastic integer programs with complete recourse (1993)Stochastic Programming (1995)A class of stochastic programs withdecision dependent random elements (1998)A two‐stage procurement model for humanitarian relief supply chains (2011)Resource-constrained project scheduling: Notation, classification, models, and methods (1999)An integrated survey of deterministic project scheduling (2001)Project Scheduling: A Research Handbook (2002)An Innovative Time-Cost-Quality Tradeoff Modeling of Building Construction Project Based on Resource Allocation (2014)Cluster Lagrangean decomposition in multistage stochastic optimization (2015)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)PySP: modeling and solving stochastic programs in Python (2012)Incorporating risk measures in closed-loop supply chain network design (2013)A case-oriented approach to a lead/acid battery closed-loop supply chain network design under risk and uncertainty (2014)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)Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties (2016)Chance-Constrained Programming (1959)Assessing solution quality in stochastic programs (2006)Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)
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References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 1998Introduction to Stochastic Programming1,664 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2005Applications of Stochastic Programming355 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1999Stochastic integer programming:General models and algorithms190 cited
  • 2003Stochastic programming with integer variables183 cited
  • 2005Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse182 cited
  • 2010A decomposition-based stochastic programming approach for the project scheduling problem under time/cost trade-off settings and uncertain durations68 cited

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