Güzin Bayraksan

Available identifiers

Publication	Date of Publication	Type
A multistage distributionally robust optimization approach to water allocation under climate uncertainty	2023-07-03	Paper
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	2022-07-29	Paper
Variance reduction for sequential sampling in stochastic programming	2021-11-08	Paper
Controlling risk and demand ambiguity in newsvendor models	2019-07-25	Paper
An improved averaged two-replication procedure with Latin hypercube sampling	2019-06-11	Paper
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance	2019-02-07	Paper
Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty	2016-11-01	Paper
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints	2016-06-29	Paper
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming	2016-05-25	Paper
A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming	2014-02-03	Paper
Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs	2013-04-09	Paper
A Sequential Sampling Procedure for Stochastic Programming	2012-03-26	Paper
Simulation-Based Optimality Tests for Stochastic Programs	2011-05-31	Paper
Assessing solution quality in stochastic programs	2006-09-12	Paper

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