Solving stochastic programs with simple recourse

JOURNAL ARTICLE published 1 January 1983 in Stochastics

Authors: Roger J.-B. Wets

STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1

REPORT published 1 August 1969

Authors: Roger J.-B. Wets

A dual solution procedure for quadratic stochastic programs with simple recourse

BOOK CHAPTER published 1983 in Numerical Methods

Authors: R. T. Rockafellar | Roger J-B. Wets

Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

JOURNAL ARTICLE published July 1974 in SIAM Review

Authors: Roger J.-B. Wets

Computational Algorithms for Convex Stochastic Programs with Simple Recourse

JOURNAL ARTICLE published June 1970 in Operations Research

Authors: William T. Ziemba

STOCHASTIC PROGRAMS WITH RECOURSE: SPECIAL FORMS

BOOK CHAPTER published 31 December 2015 in Proceedings of the Princeton Symposium on Mathematical Programming

Authors: D. W. Walkup | R. J. B. Wets

Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal, exponential, and erlang cases

JOURNAL ARTICLE published June 1980 in Naval Research Logistics Quarterly

Authors: Behram J. Hansotia

Nonlinear Programming Techniques Applied to Stochastic Programs with Recourse

BOOK CHAPTER published 1988 in Springer Series in Computational Mathematics

Authors: L. Nazareth | R. J-B Wets

Epi‐consistency of convex stochastic programs

JOURNAL ARTICLE published January 1991 in Stochastics and Stochastic Reports

Authors: Alan J. King | Roger J.B. Wets*

Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: John R. Birge | Roger J.-B. Wets

Two-Period Stochastic Programs with Simple Recourse

JOURNAL ARTICLE published June 1979 in Operations Research

Authors: R. Everitt | W. T. Ziemba

Sublinear upper bounds for stochastic programs with recourse

JOURNAL ARTICLE published January 1989 in Mathematical Programming

Authors: John R. Birge | Roger J. -B. Wets

Stochastic Programs with Recourse

JOURNAL ARTICLE published September 1967 in SIAM Journal on Applied Mathematics

Authors: David W. Walkup | Roger J.-B. Wets

Continuous versus measurable recourse in N-stage stochastic programming

JOURNAL ARTICLE published December 1974 in Journal of Mathematical Analysis and Applications

Authors: R.Tyrrell Rockafellar | Roger J.B. Wets

Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse

JOURNAL ARTICLE published August 2009 in Operations Research

Authors: Sanjay Mehrotra | M. Gokhan Ozevin

Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility

JOURNAL ARTICLE published May 1976 in SIAM Journal on Control and Optimization

Authors: R. T. Rockafellar | R. J-B. Wets

Stochastic programs with recourse: A basic theorem for multistage problems

JOURNAL ARTICLE published 1972 in Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete

Authors: Roger Wets

Stochastic Programs with Recourse: Upper Bounds

REFERENCE ENTRY published in SpringerReference

Approximations to stochastic programs with complete fixed recourse

JOURNAL ARTICLE published August 1974 in Numerische Mathematik

Authors: Peter Kall

Bounds for stochastic convex programs

JOURNAL ARTICLE published February 1974 in Zeitschrift für Operations Research

Authors: M. A. Pollatschek