| Publication | Date of Publication | Type |
|---|
A systematic approach for examining the impact of calibration uncertainty in disease modeling
Computational Management Science | 2018-10-29 | Paper |
Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
Computational Optimization and Applications | 2012-06-19 | Paper |
Production planning under supply and demand uncertainty: a stochastic programming approach
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
Stochastic scenario decomposition for multistage stochastic programs
IMA Journal of Management Mathematics | 2010-01-21 | Paper |
Multistage stochastic convex programs: duality and its implications
Annals of Operations Research | 2006-10-11 | Paper |
scientific article; zbMATH DE number 5007556 (Why is no real title available?)
| 2006-02-20 | Paper |
The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
Mathematical Programming. Series A. Series B | 2005-10-31 | Paper |
scientific article; zbMATH DE number 2050725 (Why is no real title available?)
| 2004-03-07 | Paper |
Duality gaps in stochastic integer programming
Journal of Global Optimization | 2002-06-05 | Paper |
Algorithmic implications of duality in stochastic programs.
| 2000-01-01 | Paper |
Statistical approximations for stochastic linear programming problems
Annals of Operations Research | 1999-06-28 | Paper |
Variance Reduction and Objective Function Evaluation in Stochastic Linear Programs
INFORMS Journal on Computing | 1998-01-01 | Paper |
Duality and statistical tests of optimality for two stage stochastic programs
Mathematical Programming. Series A. Series B | 1997-08-07 | Paper |
Stochastic decomposition. A statistical method for large scale stochastic linear programming
Nonconvex Optimization and Its Applications | 1997-01-07 | Paper |
Statistical approximations for recourse constrained stochastic programs
Annals of Operations Research | 1995-08-27 | Paper |
Epigraphical nesting: A unifying theory for the convergence of algorithms
Journal of Optimization Theory and Applications | 1995-07-03 | Paper |
scientific article; zbMATH DE number 679873 (Why is no real title available?)
| 1995-05-09 | Paper |
Conditional Stochastic Decomposition: An Algorithmic Interface for Optimization and Simulation
Operations Research | 1995-01-31 | Paper |
Finite master programs in regularized stochastic decomposition
Mathematical Programming. Series A. Series B | 1995-01-05 | Paper |
Inexact subgradient methods with applications in stochastic programming
Mathematical Programming. Series A. Series B | 1994-03-10 | Paper |
Observational Studies of Rare Events: A Subset Selection Approach
| 1993-04-01 | Paper |
A Stopping Rule for Forecasting Horizons in Nonhomogeneous Markov Decision Processes
Operations Research | 1993-01-16 | Paper |
On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
Mathematics of Operations Research | 1993-01-16 | Paper |
Economic investment times for capacity expansion problems
European Journal of Operational Research | 1992-10-11 | Paper |
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
Mathematics of Operations Research | 1992-06-27 | Paper |
Statistical verification of optimality conditions for stochastic programs with recourse
Annals of Operations Research | 1992-06-26 | Paper |
Production planning with discounting and stochastic demands
European Journal of Operational Research | 1991-01-01 | Paper |
Deterministic Equivalence in Stochastic Infinite Horizon Problems
Mathematics of Operations Research | 1990-01-01 | Paper |
