Introduction to stochastic programming.
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- Robust optimization for lot-sizing problems under yield uncertainty
- Query-Competitive Sorting with Uncertainty.
- Sample average approximation for risk-averse problems: a virtual power plant scheduling application
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- General properties of two-stage stochastic programming problems with probabilistic criteria
- The value of the right distribution in stochastic programming with application to a Newsvendor problem
- An integrated planning model in centralized power systems
- Comparing an expected value with a multistage stochastic optimization approach for the case of wine grape harvesting operations with quality degradation
- Routing problem for unmanned aerial vehicle patrolling missions -- a progressive hedging algorithm
- Multipolar robust optimization
- Operational optimization for microgrid of buildings with distributed solar power and battery
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- A New Interval Multi-Objective Optimization Method for Uncertain Problems with Dependent Interval Variables
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- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Integer set reduction for stochastic mixed-integer programming
- Stochastic red-blue set covering: a decomposition approach
- On the convergence order of value function relaxations used in decomposition-based global optimization of nonconvex stochastic programs
- A scalable bounding method for multistage stochastic programs
- Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
- Multi-item order quantity optimization through stochastic goal programing
- Supporting platelet inventory management decisions: what is the effect of extending platelets' shelf life?
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation
- Introduction to stochastic programming applications
- On stochastic auctions in risk-averse electricity markets with uncertain supply
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- Predictive stochastic programming
- Optimal insurance contract specification in the upstream sector of the oil and gas industry
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- A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization
- Stochastic control of a micro-grid using battery energy storage in solar-powered buildings
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- Scenario reduction for stochastic programs with conditional value-at-risk
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- On strategic multistage operational two-stage stochastic 0--1 optimization for the rapid transit network design problem
- A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities
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- Variational theory for optimization under stochastic ambiguity
- Stochastic Lipschitz dynamic programming
- Scenario generation with distribution functions and correlations
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