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The Value of Stochastic Modeling in Two-Stage Stochastic Programs with Cost Uncertainty
16 references·1 citing·35 second hop
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2011Introduction to Stochastic Programming6,490 cited
  • 1998Robust Convex Optimization2,606 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 2010Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems1,910 cited
  • 2000On Default Correlation1,465 cited
  • 1993The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice1,158 cited
  • 2013Making Hard Decisions with DecisionTools749 cited
  • 2005A Min-Max Solution of an Inventory Problem568 cited
  • 2006On Distributionally Robust Chance-Constrained Linear Programs509 cited
  • 2003Risk Management: Value at Risk and Beyond356 cited
  • 1977Operations Research: Principles and Practice350 cited
  • 1982The value of the stochastic solution in stochastic linear programs with fixed recourse330 cited
  • 2006On Complexity of Stochastic Programming Problems317 cited
  • 2010Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion

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215 cited

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  • 2014An Entropy Based Methodology for Valuation of Demand Uncertainty Reduction11 cited