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Stopping Rules for a Class of Sampling-Based Stochastic Programming Algorithms
16 references·0 citing·27 second hop
Stopping Rules for a Class of Sampling-Based Stochastic Programming Algorithms (1998)Stopping Rules for a Class of Sampling-Ba…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…Planning under uncertainty solving large-scale stochastic linear programs (1992)Planning under uncertainty so…Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Monte Carlo (importance) samp…Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Stochastic Decomposition: An …Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…Formulating Two-Stage Stochastic Programs for Interior Point Methods (1991)Formulating Two-Stage Stochas…Parallel processors for planning under uncertainty (1990)Parallel processors for plann…Sublinear upper bounds for stochastic programs with recourse (1989)Sublinear upper bounds for st…Stochastic network optimization models for investment planning (1989)Stochastic network optimizati…Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)Solving SLP Recourse Problems…Approximation Techniques in Stochastic Programming (1988)Approximation Techniques in S…Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Designing approximation schem…A Bank Asset and Liability Management Model (1986)A Bank Asset and Liability Ma…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Computational methods for solving two-stage stochastic linear programming problems (1979)Computational methods for sol…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Generating Scenario Trees for Multistage Decision Problems (2001)A Guide to Simulation (1983)Production planning via scenario modelling (1993)A Sequential Bounding Approach for Optimal Appointment Scheduling (2003)Optimum Decision Rules for Government and Industry (1965)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)The Cost of Subsistence (1945)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Stochastic Network Programming for Financial Planning Problems (1992)The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)Stochastic dual dynamic integer programming (2018)Stochastic Linear Programming (1976)The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A survey of adjustable robust optimization (2018)Dual decomposition in stochastic integer programming (1999)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Robust Optimization of Large-Scale Systems (1995)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Stochastic Programming (2010)Lectures on Stochastic Programming (2009)Theory and Applications of Robust Optimization (2011)
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References

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  • 1955Linear Programming under Uncertainty1,232 cited
  • 2004Linear Programming Under Uncertainty1,181 cited
  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse453 cited
  • 1986A Bank Asset and Liability Management Model316 cited
  • 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited
  • 1992Planning under uncertainty solving large-scale stochastic linear programs220 cited
  • 1992Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs209 cited
  • 1990Parallel processors for planning under uncertainty171 cited
  • 1989Stochastic network optimization models for investment planning130 cited
  • 1991Formulating Two-Stage Stochastic Programs for Interior Point Methods124 cited
  • 1988Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case90 cited
  • 1979Computational methods for solving two-stage stochastic linear programming problems83 cited
  • 1988

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Approximation Techniques in Stochastic Programming
83 cited
  • 1989Sublinear upper bounds for stochastic programs with recourse63 cited
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