Publication | Date of Publication | Type |
---|
Correction to: ``The ancestral Benders' cutting-plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming | 2024-04-09 | Paper |
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data | 2024-02-16 | Paper |
Compromise policy for multi-stage stochastic linear programming: variance and bias reduction | 2023-07-04 | Paper |
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty | 2022-06-27 | Paper |
Towards a sustainable power grid: stochastic hierarchical planning for high renewable integration | 2022-05-20 | Paper |
Predictive stochastic programming | 2022-04-20 | Paper |
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming | 2021-09-24 | Paper |
Towards a Sustainable Power Grid: Stochastic Hierarchical Planning for High Renewable Integration | 2021-07-30 | Paper |
Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients | 2021-06-23 | Paper |
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming | 2021-03-11 | Paper |
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse | 2020-10-08 | Paper |
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games | 2020-04-30 | Paper |
A progressive hedging based branch-and-bound algorithm for mixed-integer stochastic programs | 2018-10-29 | Paper |
Two-stage non-cooperative games with risk-averse players | 2017-11-17 | Paper |
The ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming | 2017-02-03 | Paper |
Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction | 2017-01-26 | Paper |
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming | 2014-06-19 | Paper |
Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs | 2014-06-02 | Paper |
Connections among decision field theory models of cognition | 2014-03-05 | Paper |
Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs | 2012-07-28 | Paper |
A computational study of the cutting plane tree algorithm for general mixed-integer linear programs | 2012-07-06 | Paper |
A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems | 2012-02-19 | Paper |
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs | 2011-07-19 | Paper |
Stochastic Decomposition and Extensions | 2011-05-31 | Paper |
A global optimization algorithm for reliable network design | 2010-03-19 | Paper |
Stochastic scenario decomposition for multistage stochastic programs | 2010-01-21 | Paper |
A Stochastic Programming Approach to Power Portfolio Optimization | 2009-08-13 | Paper |
Enhancements of two-stage stochastic decomposition | 2009-04-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3619096 | 2009-04-03 | Paper |
A comparative study of decomposition algorithms for stochastic combinatorial optimization | 2009-02-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5301768 | 2009-01-20 | Paper |
Dynamic oligopolistic games under uncertainty: A stochastic programming approach | 2008-12-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5292091 | 2007-06-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5494218 | 2006-10-17 | Paper |
Multistage stochastic convex programs: duality and its implications | 2006-10-11 | Paper |
The million-variable ``march for stochastic combinatorial optimization | 2006-06-26 | Paper |
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming | 2006-05-02 | Paper |
A heuristic procedure for stochastic integer programs with complete recourse | 2006-03-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3372266 | 2006-02-20 | Paper |
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming | 2005-11-11 | Paper |
The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification | 2005-10-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4452915 | 2004-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4452916 | 2004-03-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4428692 | 2003-09-22 | Paper |
Duality gaps in stochastic integer programming | 2002-06-05 | Paper |
A stochastic programming model for currency option hedging | 2001-06-14 | Paper |
A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems | 2001-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2712828 | 2000-01-01 | Paper |
Statistical approximations for stochastic linear programming problems | 1999-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4209589 | 1998-11-08 | Paper |
Multiperiod tool and production assignment in flexible manufacturing systems | 1998-06-11 | Paper |
Controlled Optimization of Phases at an Intersection | 1998-06-08 | Paper |
Duality and statistical tests of optimality for two stage stochastic programs | 1997-08-07 | Paper |
Stochastic decomposition. A statistical method for large scale stochastic linear programming | 1997-01-07 | Paper |
Statistical approximations for recourse constrained stochastic programs | 1995-08-27 | Paper |
Epigraphical nesting: A unifying theory for the convergence of algorithms | 1995-07-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4311921 | 1995-05-09 | Paper |
A Hierarchical Model for Control of Flexible Manufacturing Systems | 1995-01-12 | Paper |
Finite master programs in regularized stochastic decomposition | 1995-01-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139188 | 1994-05-29 | Paper |
Inexact subgradient methods with applications in stochastic programming | 1994-03-10 | Paper |
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program | 1993-11-01 | Paper |
Relaxations for probabilistically constrained programs with discrete random variables | 1993-01-16 | Paper |
On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization | 1993-01-16 | Paper |
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse | 1992-06-27 | Paper |
Statistical verification of optimality conditions for stochastic programs with recourse | 1992-06-26 | Paper |
Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach | 1987-01-01 | Paper |
A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control | 1987-01-01 | Paper |
Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization | 1987-01-01 | Paper |
A class of algorithms for large scale nonlinear minimax optimization | 1986-01-01 | Paper |
A primal-dual subgradient method for time staged capacity expansion planning | 1986-01-01 | Paper |
Facet inequalities from simple disjunctions in cutting plane theory | 1986-01-01 | Paper |
A class of convergent primal-dual subgradient algorithms for decomposable convex programs | 1986-01-01 | Paper |
A branch and bound algorithm for extreme point mathematical programming problems | 1985-01-01 | Paper |
On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs | 1985-01-01 | Paper |
Technical Note—On Generating Cutting Planes from Combinatorial Disjunctions | 1985-01-01 | Paper |
The capital supply curve in capacity expansion models: Some economic and algorithmic aspects | 1984-01-01 | Paper |
Intertemporal Allocation of Capital Costs in Electric Utility Capacity Expansion Planning Under Uncertainty | 1984-01-01 | Paper |
Linear programming based analysis of marginal cost pricing in electric utility capacity expansion | 1982-01-01 | Paper |