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Programming Under Uncertainty: The Equivalent Convex Program

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1961On the Solution of Two-stage Linear Programs under Uncertainty197 cited

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1971CHANCE-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.89 cited
1991Large-Scale Stochastic Linear Programs: Importance Sampling and Benders Decomposition89 cited
1976A Research Bibliography in Stochastic Programming, 1955–197584 cited
1985Critical path planning under uncertainty59 cited
1966Programming Under Uncertainty: The Solution Set56 cited
2017Two-stage non-cooperative games with risk-averse players51 cited
2012Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0–1 optimization46 cited
2015Cluster Lagrangean decomposition in multistage stochastic optimization43 cited
1984Stability in stochastic programming with recourse-estimated parameters

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41 cited

1985Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models38 cited

1988Planning under uncertainty using parallel computing37 cited

1999Scenario modeling for the management ofinternational bond portfolios36 cited

1979Convex/stochastic programming and multilocation inventory problems30 cited