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An Introductory Tutorial on Stochastic Linear Programming Models
15 references·13 citing·31 second hop
An Introductory Tutorial on Stochastic Linear Programming Models (1999)An Introductory Tutorial on Stochastic Li…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingAn Analysis of Bid-Price Controls for Network Revenue Management (1998)An Analysis of Bid-Price Cont…Stochastic Programming (1995)Stochastic ProgrammingRobust Optimization of Large-Scale Systems (1995)Robust Optimization of Large-…The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)The Russell-Yasuda Kasai Mode…Stochastic 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…OR Practice—A Scenario Approach to Capacity Planning (1989)OR Practice—A Scenario Approa…Numerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…A Bank Asset and Liability Management Model (1986)A Bank Asset and Liability Ma…The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)The value of the stochastic s…Stochastic Linear Programming (1976)Stochastic Linear ProgrammingOperations Research in Production Planning, Scheduling and Inventory Control. (1975)Operations Research in Produc…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Chance-Constrained Programming (1959)Chance-Constrained ProgrammingThe Value of Weather Information for E‐Commerce Operations (2017)The Value of Weather Informat…Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (2017)Portfolio selection problem: …A metamodel-based Monte Carlo simulation approach for responsive production planning of manufacturing systems (2016)A metamodel-based Monte Carlo…Demand Modeling With Forecast Evolution: An Application to Production Planning (2015)Demand Modeling With Forecast…Location–allocation approaches for hospital network planning under uncertainty (2014)Location–allocation approache…How to choose mitigation measures for supply chain risks (2013)How to choose mitigation meas…Optimal location and capability of oil-spill response facilities for the south coast of Newfoundland (2012)Optimal location and capabili…Production planning with load-dependent lead times and safety stocks for a single product (2011)Production planning with load…Assessing What Distinguishes Highly Cited from Less-Cited Papers Published in Interfaces (2010)Assessing What Distinguishes …A stochastic production planning model under uncertain seasonal demand and market growth (2010)A stochastic production plann…Supply chain planning using multi‐stage stochastic programming (2008)Supply chain planning using m…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…On robust optimization of two-stage systems (2004)On robust optimization of two…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)A simulation-based approach to two-stage stochastic programming with recourse (1998)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Financial Theory and Corporate Policy. (1980)Restoring Our Competitive Edge: Competing through Manufacturing. (1985)When and how to use scenario planning: A heuristic approach with illustration (1991)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Decisions with Multiple Objectives (1993)Robust solutions of uncertain linear programs (1999)Robust optimization – A comprehensive survey (2007)Theory of games and economic behavior (2019)A Taxonomy and Research Overview of Perishable-Asset Revenue Management: Yield Management, Overbooking, and Pricing (1992)Yield Management at American Airlines (1992)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Airline Yield Management with Overbooking, Cancellations, and No-Shows (1999)Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach (2005)On the Choice-Based Linear Programming Model for Network Revenue Management (2007)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)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)Stochastic Programming (2010)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)The economic production quantity (EPQ) with shortage derived algebraically (2001)Integrated single vendor single buyer model with stochastic demand and variable lead time (2003)What Can Be Learned from Classical Inventory Models? 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this work references cited by second hop

References

  • 1959Chance-Constrained Programming2,748 cited
  • 1995Robust Optimization of Large-Scale Systems1,959 cited
  • 1995Stochastic Programming1,539 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2010Stochastic Linear Programming667 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1975Operations Research in Production Planning, Scheduling and Inventory Control.585 cited
  • 1991Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse452 cited
  • 1998An Analysis of Bid-Price Controls for Network Revenue Management412 cited
  • 1989OR Practice—A Scenario Approach to Capacity Planning407 cited
  • 1994The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming362 cited
  • 1976Stochastic Linear Programming337 cited
  • 1982The value of the stochastic solution in stochastic linear programs with fixed recourse321 cited
  • 1986A Bank Asset and Liability Management Model316 cited
  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited

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Cited by

  • 2014Location–allocation approaches for hospital network planning under uncertainty164 cited
  • 2017The Value of Weather Information for E‐Commerce Operations114 cited
  • 2004On robust optimization of two-stage systems111 cited
  • 2007Two-stage stochastic programming with fixed recourse via scenario planning with economic and operational risk management for petroleum refinery planning under uncertainty75 cited
  • 2017Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models61 cited
  • 2015Demand Modeling With Forecast Evolution: An Application to Production Planning51 cited
  • 2016A metamodel-based Monte Carlo simulation approach for responsive production planning of manufacturing systems50 cited
  • 2013How to choose mitigation measures for supply chain risks49 cited
  • 2012Optimal location and capability of oil-spill response facilities for the south coast of Newfoundland48 cited
  • 2010A stochastic production planning model under uncertain seasonal demand and market growth45 cited
  • 2008Supply chain planning using multi‐stage stochastic programming31 cited
  • 2010Assessing What Distinguishes Highly Cited from Less-Cited Papers Published in Interfaces21 cited
  • 2011Production planning with load-dependent lead times and safety stocks for a single product21 cited