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Stochastic Programming: Optimization When Uncertainty Matters
16 references·6 citing·26 second hop
Stochastic Programming: Optimization When Uncertainty Matters (2005)Stochastic Programming: Optimization When…Stochastic Programming (2010)Stochastic ProgrammingLinear Programming Under Uncertainty (2004)Linear Programming Under Unce…Optimization with Stochastic Dominance Constraints (2003)Optimization with Stochastic …The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)The Sample Average Approximat…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …Stochastic Programming (1995)Stochastic ProgrammingStochastic 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…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…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…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingAn interval uncertainty optimization algorithm based on radial basis function network differentiation (2023)An interval uncertainty optim…A two-stage stochastic programming model for periodic replenishment control system under demand uncertainty (2017)A two-stage stochastic progra…Revenue Management for Intermodal Transportation: The Role of Dynamic Forecasting (2016)Revenue Management for Interm…Robust design of a closed-loop supply chain network for uncertain carbon regulations and random product flows (2014)Robust design of a closed-loo…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…Models for Reliable Supply Chain Network Design (2007)Models for Reliable Supply Ch…A stochastic programming approach for supply chain network design under uncertainty (2004)Convex Approximations of Chance Constrained Programs (2006)Lectures on Stochastic Programming: Modeling and Theory (2009)Introduction to Stochastic Programming (2011)Simulation Modeling and Analysis. (1983)Inventory management and production planning and scheduling (1999)Proceedings of the 2002 Winter Simulation Conference (2002)Evaluation of scenario-generation methods for stochastic programming (2003)Portfolio Selection: Efficient Diversification of Investments (1959)Exceptional Paper—Probability Encoding in Decision Analysis (1975)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)A framework for sensitivity analysis of decision trees (2017)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Dual decomposition in stochastic integer programming (1999)Scenarios for Multistage Stochastic Programs (2000)Optimization under uncertainty: state-of-the-art and opportunities (2003)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Adjustable robust solutions of uncertain linear programs (2004)Robust solutions of uncertain linear programs (1999)
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References

  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 2010Stochastic Programming2,228 cited
  • 2002The Sample Average Approximation Method for Stochastic Discrete Optimization1,989 cited
  • 1995Stochastic Programming1,539 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2004Linear Programming Under Uncertainty1,173 cited
  • 1999Monte Carlo bounding techniques for determining solution quality in stochastic programs705 cited
  • 2001Generating Scenario Trees for Multistage Decision Problems674 cited
  • 1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
  • 2003Optimization with Stochastic Dominance Constraints369 cited
  • 1982The value of the stochastic solution in stochastic linear programs with fixed recourse321 cited

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  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • Cited by

    • 2007Models for Reliable Supply Chain Network Design90 cited
    • 2007Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty75 cited
    • 2014Robust design of a closed-loop supply chain network for uncertain carbon regulations and random product flows48 cited
    • 2017A two-stage stochastic programming model for periodic replenishment control system under demand uncertainty27 cited
    • 2016Revenue Management for Intermodal Transportation: The Role of Dynamic Forecasting22 cited
    • 2023An interval uncertainty optimization algorithm based on radial basis function network differentiation10 cited