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Assessing policy quality in multi-stage stochastic programming
16 references·0 citing·27 second hop
Assessing policy quality in multi-stage stochastic programming (2004)Assessing policy quality in multi-stage s…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingThe empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sam…Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Linear Programming Under Uncertainty (2004)Linear Programming Under Unce…A Heuristic for Moment-Matching Scenario Generation (2003)A Heuristic for Moment-Matchi…Scenarios for Multistage Stochastic Programs (2000)Scenarios for Multistage Stoc…Scenario reduction in stochastic programming: An approach using probability metrics (2000)Scenario reduction in stochas…Monte Carlo bounding techniques for determining solution quality in stochastic programs (1999)Monte Carlo bounding techniqu…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Pricing American-style securities using simulation (1997)Pricing American-style securi…Stochastic Programming (1995)Stochastic ProgrammingStochastic 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…Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Decomposition and Partitionin…Simulation Modeling and Analysis. (1983)Simulation Modeling and Analy…Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Regression methods for pricing complex American-style options (2001)Monte Carlo valuation of American options (2002)Measuring Market Risk (2005)Inventory management and production planning and scheduling (1999)Proceedings of the 2002 Winter Simulation Conference (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Evaluation of scenario-generation methods for stochastic programming (2003)Stochastic Programming Models (2003)Stochastic Linear Programming (2010)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Dual decomposition in stochastic integer programming (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Scenario tree modeling for multistage stochastic programs (2007)Marrying supply chain sustainability and resilience: A match made in heaven (2016)A unified framework for stochastic optimization (2018)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Adjustable robust solutions of uncertain linear programs (2004)Lectures on Stochastic Programming: Modeling and Theory (2009)
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  • 2005Applications of Stochastic Programming

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