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Stochastic programming with integer variables
13 references·16 citing·30 second hop
Stochastic programming with integer variables (2003)Stochastic programming with integer varia…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingStability of Stochastic Programming Problems (2003)Stability of Stochastic Progr…An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming (2003)An Approach for Strategic Sup…Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Stochastic integer programming:General models and algorithms (1999)Stochastic integer programmin…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…Coherent Measures of Risk (1999)Coherent Measures of RiskStochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming (1996)Stochastic Decomposition : A 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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2011Introduction to Stochastic Programming6,469 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2010Stochastic Programming2,228 cited
  • 1995Stochastic Programming1,539 cited
  • 1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints992 cited
  • 1993The integer L-shaped method for stochastic integer programs with complete recourse778 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 cited
  • 2003An Approach for Strategic Supply Chain Planning under Uncertainty based on Stochastic 0-1 Programming235 cited
  • 2003Stability of Stochastic Programming Problems206 cited
  • 1996Stochastic Decomposition : A Statistical Method for Large Scale Stochastic Linear Programming191 cited
  • 1999Stochastic integer programming:General models and algorithms190 cited

Cited by

  • 2015K-Adaptability in Two-Stage Robust Binary Programming156 cited
  • 2016Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties

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124 cited
  • 2005Algorithms for Stochastic Mixed-Integer Programming Models121 cited
  • 2005Polyhedral Risk Measures in Stochastic Programming119 cited
  • 2009Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems115 cited
  • 2009Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming98 cited
  • 2013The design of robust value-creating supply chain networks60 cited
  • 2013A new decomposition algorithm for multistage stochastic programs with endogenous uncertainties55 cited
  • 2019Designing a two-echelon distribution network under demand uncertainty51 cited
  • 2012Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0–1 optimization46 cited
  • 2011Computational strategies for non-convex multistage MINLP models with decision-dependent uncertainty and gradual uncertainty resolution45 cited
  • 2006Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach43 cited
  • 2011An algorithmic framework for solving large-scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees40 cited
  • 2016Offshore oilfield development planning under uncertainty and fiscal considerations31 cited
  • 2017The airline long-haul fleet planning problem: The case of TAP service to/from Brazil17 cited
  • 2018Multi-Product Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective17 cited