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Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties
12 references·5 citing·27 second hop
Models and computational strategies for multistage stochastic programming under endogenous and exogenous uncertainties (2016)Models and computational strategies for m…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Optimization of R&D project portfolios under endogenous uncertainty (2010)Optimization of R&D project p…A stochastic programming approach for clinical trial planning in new drug development (2007)A stochastic programming appr…A Class of stochastic programs with decision dependent uncertainty (2006)A Class of stochastic program…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Adjustable robust solutions of uncertain linear programs (2004)Adjustable robust solutions o…Stochastic programming with integer variables (2003)Stochastic programming with i…Optimization under uncertainty: state-of-the-art and opportunities (2003)Optimization under uncertaint…Dual decomposition in stochastic integer programming (1999)Dual decomposition in stochas…A class of stochastic programs withdecision dependent random elements (1998)A class of stochastic program…State-of-the-Art-Survey—Stochastic Programming: Computation and Applications (1997)State-of-the-Art-Survey—Stoch…Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Scenarios and Policy Aggregat…Endogenous stochastic optimisation for relief distribution assisted with unmanned aerial vehicles (2020)Endogenous stochastic optimis…A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)A structuring review on multi…Robust optimization for decision-making under endogenous uncertainty (2018)Robust optimization for decis…On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management (2018)On preparedness resource allo…Decision-dependent probabilities in stochastic programs with recourse (2018)Decision-dependent probabilit…Stochastic Programming (1995)Robust Convex Optimization (1998)Robust solutions of uncertain linear programs (1999)Distributionally Robust Optimization and Its Tractable Approximations (2010)A practical guide to robust optimization (2015)Supply chain network design under uncertainty: A comprehensive review and future research directions (2017)The integer L-shaped method for stochastic integer programs with complete recourse (1993)A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty (2003)Stochastic dual dynamic integer programming (2018)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Chance-Constrained Programming (1959)Decision Making in a Fuzzy Environment (2007)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Simulation optimization: a review of algorithms and applications (2015)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)Algorithms for Stochastic Mixed-Integer Programming Models (2005)Polyhedral Risk Measures in Stochastic Programming (2005)K-Adaptability in Two-Stage Robust Binary Programming (2015)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Scenarios for Multistage Stochastic Programs (2000)Formulation of the Russell-Yasuda Kasai Financial Planning Model (1998)Multi-period portfolio optimization with linear control policies (2008)Multiperiod Remanufacturing Planning With Uncertain Quality of Inputs (2009)Distributionally robust facility location problem under decision-dependent stochastic demand (2020)Distributionally Robust Stochastic Optimization with Wasserstein Distance (2022)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2004Adjustable robust solutions of uncertain linear programs1,428 cited
  • 1991Scenarios and Policy Aggregation in Optimization Under Uncertainty1,341 cited
  • 2003Optimization under uncertainty: state-of-the-art and opportunities1,180 cited
  • 2004Adjustable robust solutions of uncertain linear programs833 cited
  • 1999Dual decomposition in stochastic integer programming539 cited
  • 2006A Class of stochastic programs with decision dependent uncertainty249 cited
  • 1997State-of-the-Art-Survey—Stochastic Programming: Computation and Applications245 cited
  • 2003Stochastic programming with integer variables183 cited
  • 1998A class of stochastic programs withdecision dependent random elements163 cited
  • 2007A stochastic programming approach for clinical trial planning in new drug development138 cited
  • 2010Optimization of R&D project portfolios under endogenous uncertainty135 cited

Cited by

  • 2018Decision-dependent probabilities in stochastic programs with recourse112 cited
  • 2019A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice112 cited
  • 2018

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Robust optimization for decision-making under endogenous uncertainty
68 cited
  • 2018On preparedness resource allocation planning for natural disaster relief under endogenous uncertainty with time-consistent risk-averse management48 cited
  • 2020Endogenous stochastic optimisation for relief distribution assisted with unmanned aerial vehicles29 cited