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Stochastic Programs with Incomplete Information
8 references·0 citing·31 second hop
Stochastic Programs with Incomplete Information (1976)Stochastic Programs with Incomplete Infor…A Min-Max Solution of an Inventory Problem (2005)A Min-Max Solution of an Inve…Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear (1974)Simplifying the Choice betwee…More bounds on the expectation of a convex function of a random variable (1972)More bounds on the expectatio…On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…The Value of Information and Stochastic Programming (1970)The Value of Information and …Computational Algorithms for Convex Stochastic Programs with Simple Recourse (1970)Computational Algorithms for …Nonlinear Programming Problems with Stochastic Objective Functions (1964)Nonlinear Programming Problem…On the Solution of Two-stage Linear Programs under Uncertainty (1961)Stochastic Programs with Recourse (1967)Algorithms for stochastic programs: The case of nonstochastic tenders (1986)Tight Bounds for Stochastic Convex Programs (1992)Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (2000)Linear Programming Under Uncertainty (2004)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic Nonlinear Programming Problems (1964)Solving Nonlinear Programming Problems with Stochastic Objective Functions (1972)Analysis of decisions under uncertainty (1969)Rules for Ordering Uncertain Prospects (1969)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Should More Risk-Averse Agents Exert More Effort? (1999)Applied Statistical Decision Theory (1962)Lectures on Stochastic Programming (2009)Sensitivity analysis: A review of recent advances (2015)A bi-objective stochastic model for emergency medical services network design with backup services for disasters under disruptions: An earthquake case study (2017)Stochastic specification of production functions and economic implications (1978)The effect of exchange rate uncertainty on the prices and volume of international trade (1978)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)A tight upper bound for the expectation of a convex function of a multivariate random variable (1986)Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (2018)Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations (2017)
this work references cited by second hop

References

  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 2005A Min-Max Solution of an Inventory Problem552 cited
  • 1974Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear171 cited
  • 1970The Value of Information and Stochastic Programming124 cited
  • 1972More bounds on the expectation of a convex function of a random variable89 cited
  • 1970Computational Algorithms for Convex Stochastic Programs with Simple Recourse42 cited
  • 1964Nonlinear Programming Problems with Stochastic Objective Functions35 cited

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