Decomposition in Multistage Stochastic Programs with Individual Probability Constraints

BOOK CHAPTER published in Operations Research Proceedings

Authors: Vlasta Kaňková

A Note on Multistage Stochastic Programming with Individual Probability Constraints

BOOK CHAPTER published 2001 in Operations Research Proceedings 2000

Authors: V. Kaňková

Multistage Stochastic Programs via Stochastic Parametric Optimization

BOOK CHAPTER published in Operations Research Proceedings

Authors: Vlasta Kaňková

Multistage Stochastic Programming; Stability, Approximation and Markov Dependence

BOOK CHAPTER published 2000 in Operations Research Proceedings 1999

Authors: Vlasta Kaňková

Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

JOURNAL ARTICLE published November 2012 in Operations Research Letters

Authors: Vincent Guigues | Claudia Sagastizábal

Solving Sequences of Refined Multistage Stochastic Linear Programs

JOURNAL ARTICLE published November 2003 in Annals of Operations Research

Authors: Karl Frauendorfer | Gido Haarbrücker

A note on sample complexity of multistage stochastic programs

JOURNAL ARTICLE published July 2016 in Operations Research Letters

Research funded by CNPq — Conselho Nacional de Desenvolvimento Científico e Tecnológico — Brasil (under grant 234446/2014-5)

Authors: M.M.C.R. Reaiche

Quantitative stability of multistage stochastic programs via calm modifications

JOURNAL ARTICLE published September 2018 in Operations Research Letters

Research funded by National Natural Science Foundation of China (11571270,71371152)

Authors: Jie Jiang | Zhiping Chen

Stochastic Programming Problems with Recourse via Empirical Estimates

BOOK CHAPTER published 2009 in Operations Research Proceedings 2008

Authors: Vlasta Kaňková

On complexity of multistage stochastic programs

JOURNAL ARTICLE published January 2006 in Operations Research Letters

Authors: Alexander Shapiro

Multistage Stochastic Programs

BOOK CHAPTER published in Introduction to Stochastic Programming

Technical Note—Risk-Averse Regret Minimization in Multistage Stochastic Programs

JOURNAL ARTICLE published 30 January 2023 in Operations Research

Authors: Mehran Poursoltani | Erick Delage | Angelos Georghiou

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

JOURNAL ARTICLE published October 1985 in Operations Research

Authors: John R. Birge

Cutting Planes for Multistage Stochastic Integer Programs

JOURNAL ARTICLE published April 2009 in Operations Research

Authors: Yongpei Guan | Shabbir Ahmed | George L. Nemhauser

Recursive Direct Algorithms for Multistage Stochastic Programs in Financial Engineering

BOOK CHAPTER published 1999 in Operations Research Proceedings 1998

Authors: Marc C. Steinbach

Totally unimodular multistage stochastic programs

JOURNAL ARTICLE published January 2015 in Operations Research Letters

Research funded by National Science Foundation (CMMI-1100082,CMMI-1333758,CMMI-1400009)

Authors: Ruichen (Richard) Sun | Oleg V. Shylo | Andrew J. Schaefer

On Solving Multistage Stochastic Programs with Coherent Risk Measures

JOURNAL ARTICLE published August 2013 in Operations Research

Authors: Andy Philpott | Vitor de Matos | Erlon Finardi

Postoptimality for multistage stochastic linear programs

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Jitka Dupačová

Object Oriented Modeling of Multistage Stochastic Linear Programs

BOOK CHAPTER published 2009 in Operations Research and Cyber-Infrastructure

Authors: Leo Lopes | Robert Fourer

On complexity of multistage stochastic programs under heavy tailed distributions

JOURNAL ARTICLE published March 2021 in Operations Research Letters

Authors: Jie Jiang | Shengjie Li