Quantitative Stability of Two-Stage Linear Second-Order Conic Stochastic Programs with Full Random Recourse

JOURNAL ARTICLE published October 2018 in Asia-Pacific Journal of Operational Research

Authors: Qingsong Duan | Mengwei Xu | Shaoyan Guo | Liwei Zhang

Bounds in multi-horizon stochastic programs

JOURNAL ARTICLE published September 2020 in Annals of Operations Research

Authors: Francesca Maggioni | Elisabetta Allevi | Asgeir Tomasgard

STOCHASTIC PROGRAMS WITH RECOURSE: A SURVEY 1

REPORT published 1 August 1969

Authors: Roger J.-B. Wets

Multistage stochastic convex programs: Duality and its implications

JOURNAL ARTICLE published February 2006 in Annals of Operations Research

Authors: Julia L. Higle | Suvrajeet Sen

Multi-stage stochastic linear programs for portfolio optimization

JOURNAL ARTICLE published December 1993 in Annals of Operations Research

Authors: George B. Dantzig | Gerd Infanger

A stochastic optimization approach for robot scheduling

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

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

L-Shaped Method for Two-Stage Stochastic Programs with Recourse

BOOK CHAPTER published 2001 in Encyclopedia of Optimization

Authors: Francois Louveaux | John R. Birge

On the number of stages in multistage stochastic programs

JOURNAL ARTICLE published September 2020 in Annals of Operations Research

Authors: Giovanni Pantuso | Trine K. Boomsma

L-shaped Method for Two-stage Stochastic Programs with Recourse

BOOK CHAPTER published 2008 in Encyclopedia of Optimization

Authors: Francois Louveaux | John R. Birge

The Newton modified barrier method for QP problems

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: A. Melman | R. Polyak

An algorithm for the construction of convex hulls in simple integer recourse programming

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: Willem K. Klein Haneveld | Leen Stougie | Maarten H. van der Vlerk

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

Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs

JOURNAL ARTICLE published December 1992 in Annals of Operations Research

Authors: Gerd Infanger

95/01834 Defect correction with a fully coupled inexact Newton method

JOURNAL ARTICLE published March 1995 in Fuel and Energy Abstracts

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 enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: David P. Morton

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

Parallel solution of large-scale, block-angular linear programs

JOURNAL ARTICLE published December 1990 in Annals of Operations Research

Authors: J. B. Rosen | Robert S. Maier

Excessive backlog probabilities of two parallel queues

JOURNAL ARTICLE published October 2020 in Annals of Operations Research

Authors: Kamil Demirberk Ünlü | Ali Devin Sezer

Contingency-constrained unit commitment with post-contingency corrective recourse

JOURNAL ARTICLE published February 2017 in Annals of Operations Research

Authors: Richard Li-Yang Chen | Neng Fan | Ali Pinar | Jean-Paul Watson