Introduction to Stochastic Programming
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Publication:3008815
DOI10.1007/978-1-4614-0237-4zbMath1223.90001OpenAlexW1569990960MaRDI QIDQ3008815
François V. Louveaux, John R. Birge
Publication date: 22 June 2011
Published in: Springer Series in Operations Research and Financial Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4614-0237-4
Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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Optimization Problems with Chance Constraints ⋮ Probabilistic Temporal Networks with Ordinary Distributions: Theory, Robustness and Expected Utility ⋮ Unnamed Item ⋮ Optimization Methods in Finance ⋮ Augmented Markov Chain Monte Carlo Simulation for Two-Stage Stochastic Programs with Recourse ⋮ Unnamed Item ⋮ Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation ⋮ Efficient constraint reduction in multistage stochastic programming problems with endogenous uncertainty ⋮ Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse ⋮ Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction ⋮ On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems ⋮ Query-Competitive Sorting with Uncertainty. ⋮ A New Interval Multi-Objective Optimization Method for Uncertain Problems with Dependent Interval Variables ⋮ Robust Multiperiod Vehicle Routing Under Customer Order Uncertainty ⋮ Multistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary Services ⋮ A Learning-Based Matheuristic for Stochastic Multicommodity Network Design ⋮ A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities ⋮ Admissibility of Solution Estimators for Stochastic Optimization ⋮ Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty ⋮ Risk Management for Sustainable Sovereign Debt Financing ⋮ Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints ⋮ A Unified Framework for Multistage Mixed Integer Linear Optimization ⋮ Variational Theory for Optimization under Stochastic Ambiguity ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Data-Driven Robust Resource Allocation with Monotonic Cost Functions ⋮ Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach ⋮ Technical Note—Two-Stage Sample Robust Optimization
