| Publication | Date of Publication | Type |
|---|
| Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem | 2024-07-29 | Paper |
| 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 |
| Scenario updating method for stochastic mixed-integer programming problems | 2009-01-20 | Paper |
| Dynamic oligopolistic games under uncertainty: A stochastic programming approach | 2008-12-12 | Paper |
| Algorithms for stochastic mixed-integer programming models | 2007-06-19 | Paper |
| Strategic and tactical planning models for supply chain: an application of stochastic mixed integer programming | 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/Q4452916 | 2004-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4452915 | 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 |
| Algorithmic implications of duality in stochastic programs. | 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 |
| Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization | 1987-01-01 | 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 |
| A class of convergent primal-dual subgradient algorithms for decomposable convex programs | 1986-01-01 | Paper |
| A class of algorithms for large scale nonlinear minimax optimization | 1986-01-01 | Paper |
| Facet inequalities from simple disjunctions in cutting plane theory | 1986-01-01 | Paper |
| A primal-dual subgradient method for time staged capacity expansion planning | 1986-01-01 | Paper |
| Technical Note—On Generating Cutting Planes from Combinatorial Disjunctions | 1985-01-01 | Paper |
| On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs | 1985-01-01 | Paper |
| A branch and bound algorithm for extreme point mathematical programming problems | 1985-01-01 | Paper |
| Intertemporal Allocation of Capital Costs in Electric Utility Capacity Expansion Planning Under Uncertainty | 1984-01-01 | Paper |
| The capital supply curve in capacity expansion models: Some economic and algorithmic aspects | 1984-01-01 | Paper |
| Linear programming based analysis of marginal cost pricing in electric utility capacity expansion | 1982-01-01 | Paper |
