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Cited by

• 1980A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem94 cited
• 1988Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case90 cited
• 1988Approximation Techniques in Stochastic Programming83 cited
• 1992Planning under uncertainty solving large-scale stochastic linear programs81 cited
• 1985Aggregation bounds in stochastic linear programming80 cited
• 1996Barycentric scenario trees in convex multistage stochastic programming80 cited
• 2018Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs75 cited
• 1989Deterministic approximations of probability inequalities71 cited
• 2007STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION63 cited
• 1989Sublinear upper bounds for stochastic programs with recourse63 cited
• 1986A tight upper bound for the expectation of a convex function of a multivariate random variable62 cited
• 1977Sharp Bounds on the Value of Perfect Information54 cited
• 1988A Separable Piecewise Linear Upper Bound for Stochastic Linear Programs54 cited
• 2015An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse