Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Convergent Cutting-Plane and Partial-Sampling Algorithm for Multistage Stochastic Linear Programs with Recourse

9 references·11 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
1989Annals of operations research1,324 cited
1985Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs588 cited
1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
1992Stochastic Network Programming for Financial Planning Problems267 cited
1996Analysis of Sample-Path Optimization248 cited
1997State-of-the-Art-Survey—Stochastic Programming: Computation and Applications245 cited
1992Planning under uncertainty solving large-scale stochastic linear programs220 cited
1996Cut sharing for multistage stochastic linear programs with interstage dependency160 cited

Cited by

2014Evaluating policies in risk-averse multi-stage stochastic programming89 cited
2009A multistage stochastic programming model for the New Zealand dairy industry71 cited
2005On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs54 cited
2016Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs52 cited
2018Two-stage linear decision rules for multi-stage stochastic programming44 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2002An algorithm for approximating piecewise linear concave functions from sample gradients40 cited

2022Dynamic Inventory Repositioning in On-Demand Rental Networks38 cited

2013Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs37 cited

2018Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns33 cited

2004Assessing policy quality in multi-stage stochastic programming33 cited

2021Dynamic Programs with Shared Resources and Signals: Dynamic Fluid Policies and Asymptotic Optimality22 cited