A branch and bound method for stochastic global optimization

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Stochastic global optimization using tangent minorants for Lipschitz functions
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Managing congestion in a multi-modal transportation network under biomass supply uncertainty
Allocation and scheduling of conditional task graphs
Recent trends in metaheuristics for stochastic combinatorial optimization
Geometric branch-and-bound methods for constrained global optimization problems
Simulation-Based Optimality Tests for Stochastic Programs
Analysis of stochastic dual dynamic programming method
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Level bundle-like algorithms for convex optimization
Probabilistic subproblem selection in branch-and-bound algorithms
Solving multistage asset investment problems by the sample average approximation method
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Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
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Sample average approximation under non-i.i.d. sampling for stochastic empty container repositioning problem
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Variance reduction for sequential sampling in stochastic programming
The impact of sampling methods on bias and variance in stochastic linear programs
A two-stage approach to the orienteering problem with stochastic weights
Minorant methods of stochastic global optimization
An improved averaged two-replication procedure with Latin hypercube sampling
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Discrete stochastic optimization using variants of the stochastic ruler method
Validation analysis of mirror descent stochastic approximation method
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Optimality functions in stochastic programming
The stochastic trim-loss problem
Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory
A stochastic programming approach for supply chain network design under uncertainty
A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
The empirical behavior of sampling methods for stochastic programming
B\&B solution technique for multicriteria stochastic optimization problems
Scenario generation for stochastic optimization problems via the sparse grid method
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Chance-constrained programming models and approximations for general stochastic bottleneck spanning tree problems
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Enhancing Benders decomposition algorithm to solve a combat logistics problem
Hidden genes genetic optimization for variable-size design space problems
Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
A modified quasisecant method for global optimization
Simulation-based approach to estimation of latent variable models
Simulation optimization: a review and exploration in the new era of cloud computing and big data
Capacity reservation for humanitarian relief: a logic-based benders decomposition method with subgradient cut
A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming
B\&B frameworks for the capacity expansion of high speed telecommunication networks under uncertainty
Assessing solution quality in stochastic programs
Bias reduction in sample-based optimization
On sample size control in sample average approximations for solving smooth stochastic programs
Exploring or reducing noise? A global optimization algorithm in the presence of noise
Enriched workflow modelling and stochastic branch-and-bound
A hybrid genetic algorithm for scheduling jobs sharing multiple resources under uncertainty
Reliability optimization of a complex system by the stochastic branch and bound method
Multi-period fourth-party logistics network design with the temporary outsourcing service under demand uncertainty

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