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Cited in
(only showing first 100 items - show all)- Stochastic programming for nurse assignment
- On the convergence of stochastic dual dynamic programming and related methods
- Multi-period portfolio optimization with linear control policies
- A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems
- On stochastic dynamic programming for solving large-scale planning problems under uncertainty
- Enhancements of two-stage stochastic decomposition
- Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture
- Integral analysis method - IAM
- A stochastic programming approach to cash management in banking
- The stochastic trim-loss problem
- A two-stage model for a day-ahead paratransit planning problem
- The stochastic p-median problem with unknown cost probability distribution
- Transformation of a multi-choice linear programming problem
- Mortgage loan portfolio optimization using multi-stage stochastic programming
- Modeling supplier selection and the use of option contracts for global supply chain design
- A global chance-constraint for stochastic inventory systems under service level constraints
- Valuation of electricity swing options by multistage stochastic programming
- A survey on metaheuristics for stochastic combinatorial optimization
- Linear programming models for the user and system optimal dynamic network design problem: Formulations, comparisons and extensions
- Asset-liability management for Czech pension funds using stochastic programming
- Tracking error: a multistage portfolio model
- An XML-based schema for stochastic programs
- Analysis of stochastic problem decomposition algorithms in computational grids
- A modeling approach for evaluating capacity flexibilities in uncertain markets
- Global optimization of robust chance constrained problems
- Robust optimization - a comprehensive survey
- Convergent bounds for stochastic programs with expected value constraints
- The optimality conditions for optimization problems with convex constraints and multiple fuzzy-valued objective functions
- Risk optimization with p-order conic constraints: a linear programming approach
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
- Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning
- Stochastic second-order cone programming in mobile ad hoc networks
- Operations risk management by optimally planning the qualified workforce capacity
- The submodular knapsack polytope
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Solving stochastic complementarity problems in energy market modeling using scenario reduction
- Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations
- A tighter variant of Jensen's lower bound for stochastic programs and separable approximations to recourse functions
- Enhanced-interval linear programming
- Supply chain design under uncertainty using sample average approximation and dual decomposition
- Multistage stochastic programming with fuzzy probability distribution
- Modeling methods and a branch and cut algorithm for pharmaceutical clinical trial planning using stochastic programming
- The design of robust value-creating supply chain networks: a critical review
- A robust transportation signal control problem accounting for traffic dynamics
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach
- Robust solutions of uncertain linear programs
- Dual decomposition in stochastic integer programming
- Distributed decision making----a unified approach.
- BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.
- Multistage stochastic programming model for electric power capacity expansion problem
- Convex approximations for complete integer recourse models
- Applications of stochastic programming: Achievements and questions
- On the connectedness of probabilistic constraint sets
- Prescribing product upgrades, prices and production levels over time in a stochastic environment
- Mean utility in the assurance region model
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Modeling uncertainties with chance constraints
- Modeling time-dependent randomness in stochastic dual dynamic programming
- New solution approaches for the capacitated supplier selection problem with total quantity discount and activation costs under demand uncertainty
- Robust and reliable forward-reverse logistics network design under demand uncertainty and facility disruptions
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- A stochastic program to evaluate disruption mitigation investments in the supply chain
- The decomposition method for two-stage stochastic linear programming problems with quantile criterion
- The capacitated vehicle routing problem with evidential demands
- Expected improvement based infill sampling for global robust optimization of constrained problems
- Piecewise linear lower and upper bounds for the standard normal first order loss function
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases
- Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
- Customized multi-period stochastic assignment problem for social engagement and opportunistic IoT
- A long-term capacity expansion planning model for an electric power system integrating large-size renewable energy technologies
- Optimal deterministic algorithm generation
- Two-stage stochastic variational inequalities: an ERM-solution procedure
- Two-stage non-cooperative games with risk-averse players
- SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
- On smoothing, regularization, and averaging in stochastic approximation methods for stochastic variational inequality problems
- Stochastic last mile relief network design with resource reallocation
- Two-stage stochastic, large-scale optimization of a decentralized energy system: a case study focusing on solar PV, heat pumps and storage in a residential quarter
- Real-time management of berth allocation with stochastic arrival and handling times
- A polyhedral study of the static probabilistic lot-sizing problem
- Mixed-integer programming models for optimal constellation scheduling given cloud cover uncertainty
- An enhanced L-shaped method for optimizing periodic-review inventory control problems modeled via two-stage stochastic programming
- Solving the interval-valued optimization problems based on the concept of null set
- Stochastic separated continuous conic programming: strong duality and a solution method
- Large-scale unit commitment under uncertainty: an updated literature survey
- Stochastic multi-site supply chain planning in textile and apparel industry under demand and price uncertainties with risk aversion
- Planning hydroelectric resources with recourse-based multistage interval-stochastic programming
- A stochastic optimization approach to shift scheduling with breaks adjustments
- On the pervasiveness of difference-convexity in optimization and statistics
- \(K\)-adaptability in stochastic combinatorial optimization under objective uncertainty
- A two-stage stochastic programming approach for influence maximization in social networks
- Convergence conditions for the observed mean method in stochastic programming
- An effective two-stage stochastic multi-trip location-transportation model with social concerns in relief supply chains
- Risk aversion in imperfect natural gas markets
- The Benders decomposition algorithm: a literature review
- Stochastic short-term mine production schedule accounting for fleet allocation, operational considerations and blending restrictions
- Robust two-stage stochastic linear optimization with risk aversion
- Evasive flow capture: a multi-period stochastic facility location problem with independent demand
- A unified approach to uncertain optimization
- Medium-term power planning in electricity markets with pool and bilateral contracts
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