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Bounds for Two-Stage Stochastic Programs with Fixed Recourse
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Bounds for Two-Stage Stochastic Programs with Fixed Recourse (1994)Bounds for Two-Stage Stochastic Programs …Stochastic Linear Programming (2010)Stochastic Linear ProgrammingSolving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)Solving SLP Recourse Problems…Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Designing approximation schem…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Challenges in stochastic programming (1996)Challenges in stochastic prog…Linear Programming under Uncertainty (1955)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 Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Numerical Methods for Stochastic Control Problems in Continuous Time (1990)Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (2007)Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (1977)Comparison Methods for Queues and Other Stochastic Models. (1986)Large-Scale Stochastic Linear Programs: Importance Sampling and Benders Decomposition (1991)Planning under uncertainty solving large-scale stochastic linear programs (1992)Barycentric scenario trees in convex multistage stochastic programming (1996)Stochastic Linear Programming (1976)The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Minimax analysis of stochastic problems (2002)Robust sample average approximation (2017)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)
this work references cited by second hop

References

  • 2010Stochastic Linear Programming667 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited
  • 1988Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case90 cited

Cited by

  • 1996Challenges in stochastic programming53 cited

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