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Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis

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References

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1960Inequalities for Stochastic Linear Programming Problems261 cited
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1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
1987The minimax approach to stochastic programming and an illustrative application154 cited
1972More bounds on the expectation of a convex function of a random variable89 cited
1979Computational methods for solving two-stage stochastic linear programming problems83 cited
1982Solving Stochastic Programming Problems with Recourse Including Error Bounds83 cited
1985Stochastic Optimization Problems with Incomplete Information on Distribution Functions82 cited
1977Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty56 cited

Cited by

1996Rates of Convergence in Stochastic Programs with Complete Integer Recourse48 cited
1993Stability of Solutions for Stochastic Programs with Complete Recourse46 cited
2000Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty41 cited
2000Some Aspects of Stability in Stochastic Programming37 cited

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1990On differential stability in stochastic programming32 cited

1995Postoptimality for multistage stochastic linear programs32 cited

2003Applying the Minimum Risk Criterion in Stochastic Recourse Programs30 cited

1988Stability Results for Stochastic Programming Problems30 cited

2010Approximation and contamination bounds for probabilistic programs29 cited