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Stochastic convex programming: basic duality
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Stochastic convex programming: basic duality (1976)Stochastic convex programming: basic dual…Optimization of Risk Measures (2006)Optimization of Risk MeasuresBetter Optimization of Nonlinear Uncertain Systems (BONUS): A New Algorithm for Stochastic Programming Using Reweighting through Kernel Density Estimation (2004)Better Optimization of Nonlin…Duality and statistical tests of optimality for two stage stochastic programs (1996)Duality and statistical tests…Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Multistage stochastic program…Tight Bounds for Stochastic Convex Programs (1992)Tight Bounds for Stochastic C…Stochastic growth with irreversible investment (1989)Stochastic growth with irreve…On stochastic programming ii: dynamic problems under risk ∗ (1988)On stochastic programming ii:…Sharp Bounds on the Value of Perfect Information (1977)Sharp Bounds on the Value of …Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility (1976)Stochastic Convex Programming…A Research Bibliography in Stochastic Programming, 1955–1975 (1976)A Research Bibliography in St…Stochastic convex programming: Kuhn-Tucker conditions (1975)Stochastic convex programming…On the Relation between Stochastic and Deterministic Optimization (1975)On the Relation between Stoch…On Information Structures, Feedback and Causality (1971)Stability in multistage stochastic programming (1995)On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (2015)Theory of Games and Economic Behavior (1945)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty (2007)Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition (2010)Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (2016)Linear Programming under Uncertainty (1955)Stochastic Programs with Recourse (1967)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints (1978)Stochastic Programming (2014)Chance-Constrained Programming (1959)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Chapter VIII Stochastic programming (1989)Overview of Different Approaches for Solving Stochastic Programming Problems with Multiple Objective Functions (1990)A joint chance-constrained programming model with row dependence (1994)Linear Programming Under Uncertainty (2004)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Better Optimization of Nonlinear Uncertain Systems (BONUS) for Vehicle Structural Design (2004)Introduction to Stochastic Programming (2011)Solving chance constrained optimal control problems in aerospace via kernel density estimation (2018)On the Solution of Two-stage Linear Programs under Uncertainty (1961)The Efficiency Analysis of Choices Involving Risk (1969)Economic theory of teams (1972)Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models (1985)A hierarchy of bounds for stochastic mixed-integer programs (2012)Toward Machine Wald (2015)Controlled Stochastic Processes (1979)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Solving multistage stochastic networks: An application of scenario aggregation (1991)Stochastic Programming (1995)EVPI‐based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures (1999)Theory of Games and Statistical Decisions. (1955)Necessary Conditions for Continuous Parameter Stochastic Optimization Problems (1972)Numerical Techniques for Stochastic Optimization (1988)Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Dynamic Stochastic Programming for Asset-Liability Management (1998)Portfolio optimization via stochastic programming: Methods of output analysis (1999)Stochastic Programming (2010)
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Cited by

  • 2006Optimization of Risk Measures111 cited
  • 1976Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility99 cited
  • 1976A Research Bibliography in Stochastic Programming, 1955–197584 cited
  • 1988On stochastic programming ii: dynamic problems under risk ∗73 cited
  • 1975Stochastic convex programming: Kuhn-Tucker conditions65 cited
  • 1995Multistage stochastic programs: The state-of-the-art and selected bibliography64 cited
  • 1977Sharp Bounds on the Value of Perfect Information54 cited
  • 1975On the Relation between Stochastic and Deterministic Optimization48 cited
  • 1996Duality and statistical tests of optimality for two stage stochastic programs47 cited
  • 2004Better Optimization of Nonlinear Uncertain Systems (BONUS): A New Algorithm for Stochastic Programming Using Reweighting through Kernel Density Estimation45 cited
  • 1992Tight Bounds for Stochastic Convex Programs36 cited
  • 1989Stochastic growth with irreversible investment32 cited

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