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Models and model value in stochastic programming
16 references·4 citing·36 second hop
Models and model value in stochastic programming (1995)Models and model value in stochastic prog…Introduction to Quality Engineering (2008)Introduction to Quality Engin…Stochastic Optimization Models in Finance (2006)Stochastic Optimization Model…A stochastic programming model for money management (1995)A stochastic programming mode…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Quality Engineering in Production Systems (1990)Quality Engineering in Produc…Parallel processors for planning under uncertainty (1990)Parallel processors for plann…Stochastic network optimization models for investment planning (1989)Stochastic network optimizati…Quality Engineering in Production Systems (1989)Quality Engineering in Produc…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Designing approximation schem…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Comparison of Alternative Utility Functions in Portfolio Selection Problems (1983)Comparison of Alternative Uti…The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The value of the stochastic s…A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)A Solution Method for Multist…Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingAmbulance allocation considering the spatial randomness of demand (2019)Ambulance allocation consider…A two-stage stochastic program for multi-shift, multi-analyst, workforce optimization with multiple on-call options (2017)A two-stage stochastic progra…The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty (2014)The Value of Stochastic Model…Hedging against uncertainty in new technology development: the case of direct steelmaking (1999)Hedging against uncertainty i…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Conditional Skewness in Asset Pricing Tests (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Generating Scenario Trees for Multistage Decision Problems (2001)Optimization under uncertainty: state-of-the-art and opportunities (2003)Linear Programming under Uncertainty (1955)Applied Statistical Decision Theory (1962)Robust Optimization of Large-Scale Systems (1995)Linear Programming Under Uncertainty (2004)Optimum Decision Rules for Government and Industry (1965)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)A Note on Certainty Equivalence in Dynamic Planning (1992)Lectures on Stochastic Programming (2009)Quality engineering in japan (1985)OPTIMIZING MULTI-RESPONSE PROBLEMS IN THE TAGUCHI METHOD BY FUZZY MULTIPLE ATTRIBUTE DECISION MAKING (1997)Analysis of Variation Transmission in Manufacturing Processes—Part I (1999)Stochastic Linear Programming (1976)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A Sequential Bounding Approach for Optimal Appointment Scheduling (2003)A survey of adjustable robust optimization (2018)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Stochastic Programming (2010)Statistical Process Monitoring and Feedback Adjustment: A Discussion (1992)Brocess capability with asymmetric tolerances (1994)Run by run process control: combining SPC and feedback control (1995)Defining Quality (1993)Product Development Decisions: A Review of the Literature (2001)Response surface methodology (2010)
this work references cited by second hop

References

  • 1959Chance-Constrained Programming2,757 cited
  • 1988Theory of Financial Decision Making.1,870 cited
  • 2008Introduction to Quality Engineering1,511 cited
  • 1990Quality Engineering in Production Systems895 cited
  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse453 cited
  • 1982The value of the stochastic solution in stochastic linear programs with fixed recourse330 cited
  • 1989Quality Engineering in Production Systems282 cited
  • 1960Inequalities for Stochastic Linear Programming Problems261 cited
  • 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited
  • 1983Comparison of Alternative Utility Functions in Portfolio Selection Problems202 cited
  • 1990Parallel processors for planning under uncertainty171 cited
  • 2006Stochastic Optimization Models in Finance160 cited
  • 1989Stochastic network optimization models for investment planning130 cited
  • 1995A stochastic programming model for money management126 cited

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  • 1980A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem94 cited
  • Cited by

    • 2014The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty29 cited
    • 2017A two-stage stochastic program for multi-shift, multi-analyst, workforce optimization with multiple on-call options25 cited
    • 2019Ambulance allocation considering the spatial randomness of demand19 cited
    • 1999Hedging against uncertainty in new technology development: the case of direct steelmaking16 cited