SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
13 references·2 citing·45 second hop
An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (2015)An Adaptive Partition-Based Approach for …Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Linear Programming (2010)Stochastic Linear ProgrammingAdaptive multicut aggregation for two-stage stochastic linear programs with recourse (2010)Adaptive multicut aggregation…The empirical behavior of sampling methods for stochastic programming (2006)The empirical behavior of sam…Solving two-stage stochastic programming problems with level decomposition (2006)Solving two-stage stochastic …The Scenario Generation Algorithm for Multistage Stochastic Linear Programming (2005)The Scenario Generation Algor…A branch and bound method for stochastic integer problems under probabilistic constraints (2002)A branch and bound method for…Accelerating the regularized decomposition method for two stage stochastic linear problems (1997)Accelerating the regularized …Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs (1994)Primal-Dual Aggregation and D…Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Designing approximation schem…Aggregation bounds in stochastic linear programming (1985)Aggregation bounds in stochas…Bounds on the value of information in uncertain decision problems II (1983)Bounds on the value of inform…Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming (1977)Bounds on the Expectation of …Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees (2023)Optimized Scenario Reduction:…Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (2017)Adaptive Partition-Based Leve…Linear Programming under Uncertainty (1955)Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Introduction to Stochastic Programming (1997)Linear Programming Under Uncertainty (2004)LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (2005)Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design (2020)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)On Complexity of Stochastic Programming Problems (2006)Planning for Disruptions in Supply Chain Networks (2006)Monte Carlo sampling-based methods for stochastic optimization (2014)Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Numerical Techniques for Stochastic Optimization (1988)Computational aspects of minimizing conditional value-at-risk (2005)A Sequential Sampling Procedure for Stochastic Programming (2011)Optimization of conditional value-at-risk (2000)An enhanced model for portfolio choice with SSD criteria: a constructive approach (2010)Stochastic Programming (2010)Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (2015)Two-stage linear decision rules for multi-stage stochastic programming (2018)Dynamic Version of the Economic Lot Size Model (1958)Chance-Constrained Programming (1959)Handbooks in operations research and management science (1989)Genetic Algorithm based technique for solving Chance Constrained Problems (2006)An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems (2007)Decomposition algorithms for two-stage chance-constrained programs (2014)Stochastic Programming (1995)Generating Scenario Trees for Multistage Decision Problems (2001)A stochastic programming model for asset liability management of a Finnish pension company (2006)Scenario tree generation approaches using K-means and LP moment matching methods (2012)Optimal scenario reduction framework based on distance of uncertainty distribution and output performance: I. Single reduction via mixed integer linear optimization (2014)Stochastic Linear Programming (1976)The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Minimax analysis of stochastic problems (2002)Robust sample average approximation (2017)Conditional value-at-risk for general loss distributions (2002)Theory and Applications of Robust Optimization (2010)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Stochastic Programming Models (2003)A Solution Method for Multistage Stochastic Programs with Recourse with Application to an Energy Investment Problem (1980)Approximation Techniques in Stochastic Programming (1988)Solving SLP Recourse Problems with Arbitrary Multivariate Distributions—The Dependent Case (1988)
this work references cited by second hop

References

  • 2011Introduction to Stochastic Programming6,469 cited
  • 2010Stochastic Linear Programming667 cited
  • 2006The empirical behavior of sampling methods for stochastic programming426 cited
  • 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited
  • 1997Accelerating the regularized decomposition method for two stage stochastic linear problems131 cited
  • 1977Bounds on the Expectation of a Convex Function of a Random Variable: With Applications to Stochastic Programming108 cited
  • 2002A branch and bound method for stochastic integer problems under probabilistic constraints107 cited
  • 2005The Scenario Generation Algorithm for Multistage Stochastic Linear Programming96 cited
  • 1985Aggregation bounds in stochastic linear programming80 cited
  • 2006Solving two-stage stochastic programming problems with level decomposition64 cited
  • 2010Adaptive multicut aggregation for two-stage stochastic linear programs with recourse53 cited
  • 1994Primal-Dual Aggregation and Disaggregation for Stochastic Linear Programs45 cited
  • 1983Bounds on the value of information in uncertain decision problems II40 cited

Cited by

  • 2023Optimized Scenario Reduction: Solving Large-Scale Stochastic Programs with Quality Guarantees

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

42 cited
  • 2017Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse37 cited