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Approximations for Probability Distributions and Stochastic Optimization Problems
11 references·13 citing·38 second hop
Approximations for Probability Distributions and Stochastic Optimization Problems (2011)Approximations for Probability Distributi…Stability of Multistage Stochastic Programs (2006)Stability of Multistage Stoch…Financial scenario generation for stochastic multi-stage decision processes as facility location problems (2006)Financial scenario generation…Scenario Reduction Algorithms in Stochastic Programming (2003)Scenario Reduction Algorithms…Quantitative Stability in Stochastic Programming: The Method of Probability Metrics (2002)Quantitative Stability in Sto…Facility Location (2002)Facility LocationScenario tree generation for multiperiod financial optimization by optimal discretization (2001)Scenario tree generation for …Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Facility location : applications and theory (2001)Facility location : applicati…Scenario reduction in stochastic programming: An approach using probability metrics (2000)Scenario reduction in stochas…Stability and sensitivity-analysis for stochastic programming (1990)Stability and sensitivity-ana…Theory of the Location of Industries (1931)Theory of the Location of Ind…Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization (2022)Optimization-Based Scenario R…Scenario generation by selection from historical data (2021)Scenario generation by select…Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (2021)Distributionally Robust Optim…Product assortment and space allocation strategies to attract loyal and non-loyal customers (2020)Product assortment and space …A Discussion of Probability Functions and Constraints from a Variational Perspective (2020)A Discussion of Probability F…Scenario reduction revisited: fundamental limits and guarantees (2018)Scenario reduction revisited:…Scenario reduction for stochastic programs with Conditional Value-at-Risk (2018)Scenario reduction for stocha…Quantitative stability analysis for minimax distributionally robust risk optimization (2018)Quantitative stability analys…Problem-based optimal scenario generation and reduction in stochastic programming (2018)Problem-based optimal scenari…A Review on Ambiguity in Stochastic Portfolio Optimization (2017)A Review on Ambiguity in Stoc…Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints (2016)Quantitative Stability Analys…Time Consistency (2014)Time ConsistencyEvaluations of Risk Measures for Different Probability Measures (2013)Evaluations of Risk Measures …Mass Transportation Problems (1998)Scenario reduction in stochastic programming (2003)Version-Independence and Nested Distributions in Multistage Stochastic Optimization (2009)Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization (2014)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Portfolio Selection: Efficient Diversification of Investments (1959)Exceptional Paper—Probability Encoding in Decision Analysis (1975)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)A framework for sensitivity analysis of decision trees (2017)Moment Methods for Decision Analysis (1993)Certainty Equivalents for Three-Point Discrete-Distribution Approximations (1994)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Introduction to Stochastic Programming (2011)Stochastic dual dynamic integer programming (2018)Optimization of conditional value-at-risk (2000)Scenario tree generation approaches using K-means and LP moment matching methods (2012)An empirical analysis of scenario generation methods for stochastic optimization (2016)New methods in statistical economics (1997)Stable Paretian Models in Finance (2000)Stochastic Integer Programming (2003)Polyhedral Risk Measures in Stochastic Programming (2005)A simple heuristic for reducing the number of scenarios in two-stage stochastic programming (2009)Stochastic Linear Programming (2010)Facility location under uncertainty: a review (2006)Network hub location problems: The state of the art (2007)The design of robust value-creating supply chain networks: A critical review (2009)Evaluation of scenario-generation methods for stochastic programming (2003)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)Frameworks and Results in Distributionally Robust Optimization (2022)Scenario tree modeling for multistage stochastic programs (2007)Marrying supply chain sustainability and resilience: A match made in heaven (2016)A unified framework for stochastic optimization (2018)Industrial Clusters: Complexes, Agglomeration and/or Social Networks? (2000)The Global City (2001)The Elusive Concept of Localization Economies: Towards a Knowledge-Based Theory of Spatial Clustering (2002)Location of Health Care Facilities (2005)Got green? addressing environmental justice in park provision (2009)Facility Location: A Robust Optimization Approach (2010)
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References

  • 1931Theory of the Location of Industries1,410 cited
  • 2001Facility location : applications and theory1,281 cited
  • 2003Scenario Reduction Algorithms in Stochastic Programming983 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 2000Scenario reduction in stochastic programming: An approach using probability metrics512 cited
  • 2002Facility Location347 cited
  • 2001Scenario tree generation for multiperiod financial optimization by optimal discretization337 cited
  • 2006Financial scenario generation for stochastic multi-stage decision processes as facility location problems153 cited
  • 2006Stability of Multistage Stochastic Programs132 cited
  • 2002Quantitative Stability in Stochastic Programming: The Method of Probability Metrics129 cited
  • 1990Stability and sensitivity-analysis for stochastic programming92 cited

Cited by

  • 2022Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization70 cited
  • 2018Scenario reduction revisited: fundamental limits and guarantees62 cited
  • 2018Problem-based optimal scenario generation and reduction in stochastic programming61 cited
  • 2021Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics

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61 cited
  • 2016Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints50 cited
  • 2013Evaluations of Risk Measures for Different Probability Measures44 cited
  • 2018Scenario reduction for stochastic programs with Conditional Value-at-Risk41 cited
  • 2017A Review on Ambiguity in Stochastic Portfolio Optimization40 cited
  • 2018Quantitative stability analysis for minimax distributionally robust risk optimization38 cited
  • 2020A Discussion of Probability Functions and Constraints from a Variational Perspective29 cited
  • 2021Scenario generation by selection from historical data29 cited
  • 2020Product assortment and space allocation strategies to attract loyal and non-loyal customers25 cited
  • 2014Time Consistency0 cited