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On Optimal Allocation of Indivisibles Under Uncertainty
9 references·16 citing·40 second hop
On Optimal Allocation of Indivisibles Under Uncertainty (1998)On Optimal Allocation of Indivisibles Und…Universal Alignment Probabilities and Subset Selection for Ordinal Optimization (1997)Universal Alignment Probabili…The integer L-shaped method for stochastic integer programs with complete recourse (1993)The integer L-shaped method f…Stochastic Discrete Optimization (1992)Stochastic Discrete Optimizat…Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Parallel processors for planning under uncertainty (1990)Parallel processors for plann…Multi-Armed Bandit Allocation Indices (1989)Multi-Armed Bandit Allocation…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Adaptive Treatment Allocation and the Multi-Armed Bandit Problem (1987)Adaptive Treatment Allocation…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingAn Introduction to Two-Stage Stochastic Mixed-Integer Programming (2017)An Introduction to Two-Stage …Discrete Optimization via Simulation (2014)Discrete Optimization via Sim…A Review of Random Search Methods (2014)A Review of Random Search Met…Empirical stochastic branch-and-bound for optimization via simulation (2013)Empirical stochastic branch-a…Multistage Stochastic Programming (2011)Multistage Stochastic Program…Optimization via Simulation Over Discrete Decision Variables (2010)Optimization via Simulation O…Optimization of R&D project portfolios under endogenous uncertainty (2010)Optimization of R&D project p…Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization (2008)Balanced Explorative and Expl…Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach (2006)Two-stage integer programs wi…Chapter 20 An Overview of Simulation Optimization via Random Search (2006)Chapter 20 An Overview of Sim…Enriched workflow modelling and Stochastic Branch-and-Bound (2005)Enriched workflow modelling a…Algorithms for Stochastic Mixed-Integer Programming Models (2005)Algorithms for Stochastic Mix…Convex approximations for complete integer recourse models (2004)Convex approximations for com…Stochastic Integer Programming (2003)Stochastic Integer ProgrammingA Stochastic Branch-and-Bound Approach to Activity Crashing in Project Management (2000)A Stochastic Branch-and-Bound…A New Algorithm for Stochastic Discrete Resource Allocation Optimization (2000)A New Algorithm for Stochasti…Multiple Decision Procedures: Theory and Methodology of Selecting and Ranking Populations (1982)Ordinal optimization of DEDS (1992)Simulation optimization: a survey of simulation optimization techniques and procedures (2000)A survey of recent advances in discrete input parameter discrete-event simulation optimization (2004)Simulation optimization: a review of algorithms and applications (2014)Bandit Processes and Dynamic Allocation Indices (1979)Optimal Adaptive Policies for Sequential Allocation Problems (1996)On Bayesian Upper Confidence Bounds for Bandit Problems (2012)Customer Acquisition via Display Advertising Using Multi-Armed Bandit Experiments (2017)Linear Programming under Uncertainty (1955)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Production planning via scenario modelling (1993)Network planning with random demand (1994)Cut sharing for multistage stochastic linear programs with interstage dependency (1996)Linear Programming Under Uncertainty (2004)PORTFOLIO SELECTION* (1952)Handbooks in operations research and management science (1989)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)An economic–probabilistic model for project selection and prioritization (2014)Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties (2016)Decision-dependent probabilities in stochastic programs with recourse (2018)A Guide to Simulation (1983)The design of sustainable logistics network under uncertainty (2010)A gradient technique for general buffer storage design in a production line (1979)Fundamentals of Queueing Theory. 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this work references cited by second hop

References

  • 1993The integer L-shaped method for stochastic integer programs with complete recourse778 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1976Stochastic Linear Programming337 cited
  • 1989Multi-Armed Bandit Allocation Indices280 cited
  • 1987Adaptive Treatment Allocation and the Multi-Armed Bandit Problem279 cited
  • 1992Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs209 cited
  • 1992Stochastic Discrete Optimization203 cited
  • 1990Parallel processors for planning under uncertainty171 cited
  • 1997Universal Alignment Probabilities and Subset Selection for Ordinal Optimization165 cited

Cited by

  • 2010Optimization of R&D project portfolios under endogenous uncertainty135 cited
  • 2000A Stochastic Branch-and-Bound Approach to Activity Crashing in Project Management124 cited
  • 2005Algorithms for Stochastic Mixed-Integer Programming Models121 cited
  • 2006Chapter 20 An Overview of Simulation Optimization via Random Search104 cited
  • 2003Stochastic Integer Programming89 cited
  • 2014Discrete Optimization via Simulation71 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2017An Introduction to Two-Stage Stochastic Mixed-Integer Programming62 cited
  • 2011Multistage Stochastic Programming59 cited
  • 2014A Review of Random Search Methods59 cited
  • 2010Optimization via Simulation Over Discrete Decision Variables57 cited
  • 2008Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization52 cited
  • 2004Convex approximations for complete integer recourse models45 cited
  • 2000A New Algorithm for Stochastic Discrete Resource Allocation Optimization44 cited
  • 2006Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach43 cited
  • 2013Empirical stochastic branch-and-bound for optimization via simulation38 cited
  • 2005Enriched workflow modelling and Stochastic Branch-and-Bound17 cited