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Chapter VIII Stochastic programming
11 references·1 citing·39 second hop
Chapter VIII Stochastic programming (1989)Chapter VIII Stochastic programmingStochastic Programming (1998)Stochastic ProgrammingDistribution sensitivity in stochastic programming (1991)Distribution sensitivity in s…Sublinear upper bounds for stochastic programs with recourse (1989)Sublinear upper bounds for st…On stochastic programming ii: dynamic problems under risk ∗ (1988)On stochastic programming ii:…Stability in Two-Stage Stochastic Programming (1987)Stability in Two-Stage Stocha…Duality in Stochastic Linear and Dynamic Programming (1986)Duality in Stochastic Linear …The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints (1978)The Optimal Recourse Problem …Stochastic Programming Methods (1976)Stochastic Programming MethodsNonanticipativity and L 1-martingales in stochastic optimization problems (1976)Nonanticipativity and L 1-mar…A Research Bibliography in Stochastic Programming, 1955–1975 (1976)A Research Bibliography in St…Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program (1974)Stochastic Programs with Fixe…Some Aspects of Stability in Stochastic Programming (2000)Some Aspects of Stability in …Linear Programming under Uncertainty (1955)Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)A simulation-based approach to two-stage stochastic programming with recourse (1998)A finite branch-and-bound algorithm for two-stage stochastic integer programs (2004)Linear Programming Under Uncertainty (2004)Stochastic Linear Programming (1976)Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stability and sensitivity-analysis for stochastic programming (1990)Stability analysis for stochastic programs (1991)On structure and stability in stochastic programs with random technology matrix and complete integer recourse (1995)Chance-Constrained Programming (1959)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Overview of Different Approaches for Solving Stochastic Programming Problems with Multiple Objective Functions (1990)A joint chance-constrained programming model with row dependence (1994)Necessary Conditions for Continuous Parameter Stochastic Optimization Problems (1972)An Introductory Approach to Duality in Optimal Stochastic Control (1978)Multistage Stochastic Integer Programs: An Introduction (2001)Stochastic Integer Programming (2003)On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems (2010)Stability of Solutions for Stochastic Programs with Complete Recourse (1993)Quantitative stability in stochastic programming (1994)Stability Results for Stochastic Programs and Sensors, Allowing for Discontinuous Objective Functions (1994)Stochastic Linear Programming (2010)Controlled Stochastic Processes (1979)Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs (1985)Solving multistage stochastic networks: An application of scenario aggregation (1991)Multistage stochastic programs: The state-of-the-art and selected bibliography (1995)Stochastic Programming (1995)EVPI‐based importance sampling solution proceduresfor multistage stochastic linear programmeson parallel MIMD architectures (1999)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Stability of Multistage Stochastic Programs (2006)Pathwise Stochastic Optimal Control (2007)New Formulations for Optimization under Stochastic Dominance Constraints (2008)Processing second-order stochastic dominance models using cutting-plane representations (2009)Nonstationary stochastic programming problems (1979)Some proposals for stochastic facility location models (1982)Differentiability of probability function (1998)Optimization Under Uncertainty (2008)Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)
this work references cited by second hop

References

  • 1974Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program305 cited
  • 1976Nonanticipativity and L 1-martingales in stochastic optimization problems154 cited
  • 1976Stochastic Programming Methods147 cited
  • 1987Stability in Two-Stage Stochastic Programming101 cited
  • 1986Duality in Stochastic Linear and Dynamic Programming98 cited
  • 1978The Optimal Recourse Problem in Discrete Time: $L^1 $-Multipliers for Inequality Constraints97 cited
  • 1976A Research Bibliography in Stochastic Programming, 1955–197584 cited
  • 1998Stochastic Programming75 cited
  • 1991Distribution sensitivity in stochastic programming73 cited
  • 1988On stochastic programming ii: dynamic problems under risk ∗73 cited
  • 1989Sublinear upper bounds for stochastic programs with recourse63 cited

Cited by

  • 2000Some Aspects of Stability in Stochastic Programming37 cited

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