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Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
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Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models (1985)Use of Sample Information in Stochastic R…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingResponse to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition” (1983)Response to “Decision Problem…The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The value of the stochastic s…Short Term Financial Planning under Uncertainty (1982)Short Term Financial Planning…Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty (1977)Technical Note—Minimax Proced…Sharp Bounds on the Value of Perfect Information (1977)Sharp Bounds on the Value of …Chance-Constrained Programming with Joint Constraints (1974)Chance-Constrained Programmin…More bounds on the expectation of a convex function of a random variable (1972)More bounds on the expectatio…Programming Under Uncertainty: The Equivalent Convex Program (1966)Programming Under Uncertainty…Programming under uncertainty: The complete problem (1966)Programming under uncertainty…Chance Constrained Programming with Joint Constraints (1965)Chance Constrained Programmin…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingOn a Measure of the Information Provided by an Experiment (1956)On a Measure of the Informati…A Model of the Demand for Money by Firms (1966)Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition (1981)A two-stage stochastic programming with recourse model for determining robust planting plans in horticulture (2000)Financial planning via multi-stage stochastic optimization (2003)Linear Programming Under Uncertainty (2004)On decision rules in stochastic programming (1974)Note—A Comment on Blau's Dilemma in “Stochastic Programming” and Bayesian Decision Analysis (1975)A Cutting Plane Approach for Chance Constrained Linear Programs (1991)A scenario-based modeling approach for emergency evacuation management and risk analysis under multiple uncertainties (2012)Interval-parameter chance-constrained programming model for uncertainty-based decision making in tire retreading industry (2016)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Nonlinear and Dynamic Programming (1966)Optimization with Stochastic Dominance Constraints (2003)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)Linear Programming under Uncertainty (1955)Applied Statistical Decision Theory (1962)A Bank Asset and Liability Management Model (1986)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)An Introductory Tutorial on Stochastic Linear Programming Models (1999)On the Solution of Two-stage Linear Programs under Uncertainty (1961)Stochastic models and methods of optimization (1976)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)A disaggregation algorithm for the optimization of stochastic planning models (1997)The Value of Information and Stochastic Programming (1970)A tight upper bound for the expectation of a convex function of a multivariate random variable (1986)Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs (2018)Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information (2018)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Maximum entropy sampling (1987)The Stag Hunt and the Evolution of Social Structure (2003)Signals (2010)CHANCE-CONSTRAINED PROGRAMMING: AN EXTENSION OF STATISTICAL METHOD11This research was partly supported by a grant from the Farah Foundation and by ONR Contracts N00014-67-A-0126-0008 and N00014-67-A-0126-0009 with the Center for Cybernetic Studies, The University of Texas. Reproduction in whole or in part is permitted for any purpose of the United States Government. (1971)A Research Bibliography in Stochastic Programming, 1955–1975 (1976)Solving Stochastic Programming Problems with Recourse Including Error Bounds (1982)
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References

  • 1959Chance-Constrained Programming2,748 cited
  • 1956On a Measure of the Information Provided by an Experiment1,507 cited
  • 2010Stochastic Linear Programming667 cited
  • 1965Chance Constrained Programming with Joint Constraints456 cited
  • 1982The value of the stochastic solution in stochastic linear programs with fixed recourse321 cited
  • 1966Programming Under Uncertainty: The Equivalent Convex Program149 cited
  • 1982Short Term Financial Planning under Uncertainty114 cited
  • 1966Programming under uncertainty: The complete problem93 cited
  • 1983Response to “Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition”92 cited
  • 1972More bounds on the expectation of a convex function of a random variable89 cited
  • 1974Chance-Constrained Programming with Joint Constraints77 cited
  • 1977Technical Note—Minimax Procedure for a Class of Linear Programs under Uncertainty56 cited
  • 1977Sharp Bounds on the Value of Perfect Information54 cited

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