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A disaggregation algorithm for the optimization of stochastic planning models
16 references·9 citing·29 second hop
A disaggregation algorithm for the optimization of stochastic planning models (1997)A disaggregation algorithm for the optimi…Stochastic programming (2011)Stochastic programmingIntroduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Multi-stage stochastic linear programs for portfolio optimization (1993)Multi-stage stochastic linear…Parallel processors for planning under uncertainty (1990)Parallel processors for plann…Handbooks in operations research and management science (1989)Handbooks in operations resea…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The value of the stochastic s…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Programming Under Uncertainty: The Equivalent Convex Program (1966)Programming Under Uncertainty…Inequalities for Stochastic Linear Programming Problems (1960)Inequalities for Stochastic L…Linear Programming under Uncertainty (1955)Linear Programming under Unce…Offshore oilfield development planning under uncertainty and fiscal considerations (2016)Offshore oilfield development…A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties (2013)A new decomposition algorithm…A stochastic production planning model under uncertain seasonal demand and market growth (2010)A stochastic production plann…Models for robust tactical planning in multi-stage production systems with uncertain demands (2009)Models for robust tactical pl…A simple heuristic for reducing the number of scenarios in two-stage stochastic programming (2009)A simple heuristic for reduci…Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty (2007)Two-stage stochastic programm…Planning the e-Scrap Reverse Production System Under Uncertainty in the State of Georgia: A Case Study (2006)Planning the e-Scrap Reverse …A multiperiod stochastic production planning and sourcing problem with service level constraints (2005)A multiperiod stochastic prod…A multiperiod stochastic production planning and sourcing problem with service level constraints (2005)A multiperiod stochastic prod…Applied Statistical Decision Theory (1962)A Bank Asset and Liability Management Model (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse (1991)Scenarios for Multistage Stochastic Programs (2000)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Lectures on Stochastic Programming: Modeling and Theory (2009)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)A simulation-based approach to two-stage stochastic programming with recourse (1998)A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Robust optimization – A comprehensive survey (2007)Distributionally Robust Optimization and Its Tractable Approximations (2010)Quantitative models for managing supply chain risks: A review (2015)Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)
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149 cited

Cited by

  • 2009A simple heuristic for reducing the number of scenarios in two-stage stochastic programming105 cited
  • 2009Models for robust tactical planning in multi-stage production systems with uncertain demands103 cited
  • 2007Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty75 cited
  • 2013A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties55 cited
  • 2010A stochastic production planning model under uncertain seasonal demand and market growth45 cited
  • 2006Planning the e-Scrap Reverse Production System Under Uncertainty in the State of Georgia: A Case Study42 cited
  • 2005A multiperiod stochastic production planning and sourcing problem with service level constraints34 cited
  • 2016Offshore oilfield development planning under uncertainty and fiscal considerations31 cited
  • 2005A multiperiod stochastic production planning and sourcing problem with service level constraints30 cited