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Cites work
- A hierarchy of bounds for stochastic mixed-integer programs
- A scalable bounding method for multistage stochastic programs
- A scenario decomposition algorithm for 0-1 stochastic programs
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming
- Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs
- Dual decomposition in stochastic integer programming
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- Improving the integer L-shaped method
- Lectures on stochastic programming. Modeling and theory.
- Monotonic bounds in multistage mixed-integer stochastic programming
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- The million-variable ``march for stochastic combinatorial optimization
- The value of the stochastic solution in stochastic linear programs with fixed recourse
Cited in
(7)- Lagrange dual bound computation for stochastic service network design
- A Lagrangian decomposition scheme for choice-based optimization
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- A scalable bounding method for multistage stochastic programs
- Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
- Rescue network design considering uncertainty and deprivation cost in urban waterlogging disaster relief
- Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs
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