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Duality in Stochastic Linear and Dynamic Programming
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  • 2009Processing second-order stochastic dominance models using cutting-plane representations98 cited
  • 2008New Formulations for Optimization under Stochastic Dominance Constraints94 cited
  • 1988On stochastic programming ii: dynamic problems under risk ∗73 cited
  • 1989Deterministic approximations of probability inequalities71 cited
  • 2010Alternate risk measures for emergency medical service system design69 cited
  • 2006Solving two-stage stochastic programming problems with level decomposition64 cited
  • 1995Multistage stochastic programs: The state-of-the-art and selected bibliography64 cited
  • 2014A novel probabilistic formulation for locating and sizing emergency medical service stations54 cited
  • 2010An enhanced model for portfolio choice with SSD criteria: a constructive approach53 cited
  • 2010Multivariate value at risk and related topics51 cited
  • 1989Chapter VIII Stochastic programming51 cited
  • 2018On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management48 cited
  • 2009An ALM model for pension funds using integrated chance constraints43 cited
  • 2015On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs

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34 cited
  • 1989The problem of stability in queueing theory29 cited