Confidence sets for discrete stochastic optimization

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: A. Futschik | G. Pflug

Asymptotic analysis of stochastic programs

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: Alexander Shapiro

Stochastic vs deterministic programming in water management: the value of flexibility

JOURNAL ARTICLE published December 2014 in Annals of Operations Research

Authors: Yousaf Shad Muhammad | Georg C. Pflug

Financial scenario generation for stochastic multi-stage decision processes as facility location problems

JOURNAL ARTICLE published 1 March 2007 in Annals of Operations Research

Authors: Ronald Hochreiter | Georg Ch. Pflug

Stability of multistage stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Jinde Wang

Analysis of practical step size selection in stochastic approximation algorithms

JOURNAL ARTICLE published June 2015 in Annals of Operations Research

Authors: Qi Wang

Postoptimality for multistage stochastic linear programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Jitka Dupačová

Stability in multistage stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Olga Fiedler | Werner Römisch

Models and model value in stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge

Continuous approximation schemes for stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge | Liqun Qi

Statistical approximations for recourse constrained stochastic programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

A stochastic optimization approach for robot scheduling

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: A. Gaivoronski | E. Messina | A. Sciomachen

An adaptive stochastic global optimization algorithm for one-dimensional functions

JOURNAL ARTICLE published July 1995 in Annals of Operations Research

Authors: Marco Locatelli | Fabio Schoen

Preface

JOURNAL ARTICLE published January 2009 in Annals of Operations Research

Authors: Marida Bertocchi | Georg C. Pflug | Hercules Vladimirou

Optimal budgetary and monetary policies under uncertainty: A stochastic control approach

JOURNAL ARTICLE published September 1995 in Annals of Operations Research

Authors: Reinhard Neck | Sohbet Karbuz

Buffer allocation for a class of nonlinear stochastic knapsack problems

JOURNAL ARTICLE published September 1995 in Annals of Operations Research

Authors: J. MacGregor Smith | Nikhil Chikhale

An SQP algorithm for extended linear-quadratic problems in stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Liqun Qi | Robert S. Womersley

A statistical generalized programming algorithm for stochastic optimization problems

JOURNAL ARTICLE published September 1995 in Annals of Operations Research

Authors: A. A. Gaivoronski | E. Messina | A. Sciomachen

Properties of empirical estimates in stochastic optimization and identification problems

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: P. S. Knopov | E. J. Kasitskaya

Applied mathematical programming and modelling 2008

JOURNAL ARTICLE published March 2012 in Annals of Operations Research

Authors: Georg C. Pflug | Ronald Hochreiter