References

• 1999Coherent Measures of Risk8,849 cited
• 2010Theory and Applications of Robust Optimization2,515 cited
• 2015Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations1,869 cited
• 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
• 2009Lectures on Stochastic Programming1,419 cited
• 2010Analysis of stochastic dual dynamic programming method438 cited
• 2011Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion210 cited
• 2015Data-Driven Stochastic Programming Using Phi-Divergences186 cited
• 1996Cut sharing for multistage stochastic linear programs with interstage dependency160 cited
• 2014On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs116 cited
• 2013On Solving Multistage Stochastic Programs with Coherent Risk Measures112 cited
• 2013Robust Stochastic Lot‐Sizing by Means of Histograms110 cited
• 2014Evaluating policies in risk-averse multi-stage stochastic programming89 cited
• 2013Data-Driven Robust Optimization45 cited

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