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Quantitative stability in stochastic programming
8 references·5 citing·35 second hop
Quantitative stability in stochastic programming (1994)Quantitative stability in stochastic prog…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingDistribution sensitivity in stochastic programming (1991)Distribution sensitivity in s…Asymptotic analysis of stochastic programs (1991)Asymptotic analysis of stocha…Stability and sensitivity-analysis for stochastic programming (1990)Stability and sensitivity-ana…Stability in Two-Stage Stochastic Programming (1987)Stability in Two-Stage Stocha…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingStochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Stability analysis of stochastic programs with second order dominance constraints (2012)Stability analysis of stochas…Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs (2007)Stability of $\varepsilon$-ap…Stochastic Optimization and Statistical Inference (2003)Stochastic Optimization and S…Some Aspects of Stability in Stochastic Programming (2000)Some Aspects of Stability in …Challenges in stochastic programming (1996)Challenges in stochastic prog…Stochastic Optimization Problems with Incomplete Information on Distribution Functions (1985)Optimization of conditional value-at-risk (2000)Probabilistic constrained optimization : methodology and applications (2000)A robust approach based on conditional value-at-risk measure to statistical learning problems (2008)Non-asymptotic confidence bounds for the optimal value of a stochastic program (2017)Linear Programming under Uncertainty (1955)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)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)Numerical Techniques for Stochastic Optimization (1988)Stability of Stochastic Programming Problems (2003)Stochastic programming approach to optimization under uncertainty (2007)Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (2021)Chance-Constrained Programming (1959)Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Approximations for Probability Distributions and Stochastic Optimization Problems (2011)Scenario reduction revisited: fundamental limits and guarantees (2018)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)A system approach to management of catastrophic risks (2000)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Applying the progressive hedging algorithm to stochastic generalized networks (1991)Network planning with random demand (1994)Stochastic Programming (1995)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Stability analysis for stochastic programs (1991)On structure and stability in stochastic programs with random technology matrix and complete integer recourse (1995)Chapter VIII Stochastic programming (1989)Stability of Solutions for Stochastic Programs with Complete Recourse (1993)Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions (1994)An Introductory Tutorial on Stochastic Linear Programming Models (1999)
this work references cited by second hop

References

  • 2010Stochastic Linear Programming667 cited
  • 1976Stochastic Linear Programming337 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1991Asymptotic analysis of stochastic programs258 cited
  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited
  • 1987Stability in Two-Stage Stochastic Programming101 cited
  • 1990Stability and sensitivity-analysis for stochastic programming92 cited
  • 1991Distribution sensitivity in stochastic programming73 cited

Cited by

  • 2003Stochastic Optimization and Statistical Inference53 cited
  • 1996Challenges in stochastic programming53 cited
  • 2007Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs41 cited
  • 2012Stability analysis of stochastic programs with second order dominance constraints37 cited
  • 2000Some Aspects of Stability in Stochastic Programming37 cited

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