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Assessing solution quality in stochastic programs
16 references·11 citing·30 second hop
Assessing solution quality in stochastic programs (2006)Assessing solution quality in stochastic …Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…A stochastic programming approach for supply chain network design under uncertainty (2004)A stochastic programming appr…The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs (2000)On the Rate of Convergence of…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…A simulation-based approach to two-stage stochastic programming with recourse (1998)A simulation-based approach t…Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming (1996)Stochastic Decomposition : A …Analysis of Sample-Path Optimization (1996)Analysis of Sample-Path Optim…Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (1995)Discrete Event Systems: Sensi…Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Asymptotic analysis of stochastic programs (1991)Asymptotic analysis of stocha…Simulation Modeling and Analysis. (1983)Simulation Modeling and Analy…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Risk and complexity in scenario optimization (2019)Risk and complexity in scenar…An Optimal Path Model for the Risk-Averse Traveler (2016)An Optimal Path Model for the…Scenario Min-Max Optimization and the Risk of Empirical Costs (2015)Scenario Min-Max Optimization…Data-driven multi-stage scenario tree generation via statistical property and distribution matching (2014)Data-driven multi-stage scena…Clearing the Jungle of Stochastic Optimization (2014)Clearing the Jungle of Stocha…Simulation Optimization: A Concise Overview and Implementation Guide (2013)Simulation Optimization: A Co…Designing decision support systems for value-based management: A survey and an architecture (2012)Designing decision support sy…A Sequential Sampling Procedure for Stochastic Programming (2011)A Sequential Sampling Procedu…On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization (2010)On Choosing Parameters in Ret…Shape-based scenario generation using copulas (2009)Shape-based scenario generati…Assessing Solution Quality in Stochastic Programs via Sampling (2009)Assessing Solution Quality in…Inventory management and production planning and scheduling (1999)Scenarios for Multistage Stochastic Programs (2000)Proceedings of the 2002 Winter Simulation Conference (2002)Evaluation of scenario-generation methods for stochastic programming (2003)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Gradient Estimation via Perturbation Analysis (1991)Optimization via simulation: A review (1994)A Guide to Sample Average Approximation (2014)Monte Carlo sampling-based methods for stochastic optimization (2014)Strategic facility location: A review (1998)The Ripple effect in supply chains: trade-off ‘efficiency-flexibility-resilience’ in disruption management (2013)Literature review on disruption recovery in the supply chain (2017)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Chance-Constrained Programming (1959)Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2010)Supplier selection in the processed food industry under uncertainty (2016)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)
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  • 2004A stochastic programming approach for supply chain network design under uncertainty1,131 cited
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  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
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  • 1992Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

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209 cited
  • 1996Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming191 cited
  • Cited by

    • 2011A Sequential Sampling Procedure for Stochastic Programming113 cited
    • 2014Clearing the Jungle of Stochastic Optimization110 cited
    • 2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization94 cited
    • 2019Risk and complexity in scenario optimization77 cited
    • 2009Shape-based scenario generation using copulas67 cited
    • 2013Simulation Optimization: A Concise Overview and Implementation Guide62 cited
    • 2012Designing decision support systems for value-based management: A survey and an architecture59 cited
    • 2015Scenario Min-Max Optimization and the Risk of Empirical Costs53 cited
    • 2009Assessing Solution Quality in Stochastic Programs via Sampling53 cited
    • 2014Data-driven multi-stage scenario tree generation via statistical property and distribution matching38 cited
    • 2016An Optimal Path Model for the Risk-Averse Traveler14 cited