Introduction to Stochastic Programming
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Publication:4354450
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- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- Solving planning and design problems in the process industry using mixed integer and global optimization
- Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain
- A rolling horizon approach for stochastic mixed complementarity problems with endogenous learning: application to natural gas markets
- A new multi-objective stochastic model for a forward/reverse logistic network design with responsiveness and quality level
- A robust optimization approach to wine grape harvesting scheduling
- Data-driven chance constrained stochastic program
- LP-based heuristics for the capacitated lot-sizing problem: The interaction of model formulation and solution algorithm
- Convergence theory for nonconvex stochastic programming with an application to mixed logit
- Two-stage stochastic problems with correlated normal variables: computational experiences
- Robust solution of monotone stochastic linear complementarity problems
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Decomposition strategy for the stochastic pooling problem
- A successive convex approximation method for multistage workforce capacity planning problem with turnover
- Short-term hydropower production planning by stochastic programming
- Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations
- Dispatch planning using newsvendor dual problems and occupation times: application to hydropower
- Approximation and contamination bounds for probabilistic programs
- A stochastic approach to a case study for product recovery network design
- Distribution-dependent robust linear optimization with applications to inventory control
- A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems
- A survey on metaheuristics for stochastic combinatorial optimization
- Tracking error: a multistage portfolio model
- The bi-objective stochastic covering tour problem
- Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
- Mathematical programming for network revenue management revisited
- Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
- 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
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
- Integrating location and network restoration decisions in relief networks under uncertainty
- Generalized decision rule approximations for stochastic programming via liftings
- Challenges and Advances in A Priori Routing
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- The design of robust value-creating supply chain networks: a critical review
- A lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures
- Designing robust emergency medical service via stochastic programming
- Stochastic mathematical programs with equilibrium constraints
- Risk management with stochastic dominance models in energy systems with dispersed generation
- Facility location problems with uncertainty on the plane
- A Benders decomposition method for solving stochastic complementarity problems with an application in energy
- A diversified tabu search approach for the open-pit mine production scheduling problem with metal uncertainty
- Short-term liner ship fleet planning with container transshipment and uncertain container shipment demand
- On stochastic dynamic programming for solving large-scale planning problems under uncertainty
- The stochastic trim-loss problem
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- Scheduling elective surgery under uncertainty and downstream capacity constraints
- Real-time management of berth allocation with stochastic arrival and handling times
- Bounds for probabilistic integer programming problems
- Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
- Cost/risk balanced management of scarce resources using stochastic programming
- A generic stochastic model for supply-and-return network design
- R\&D pipeline management: task interdependencies and risk management
- A robust approach to the chance-constrained knapsack problem
- Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach
- A so-called cluster Benders decomposition approach for solving two-stage stochastic linear problems
- Schumann, a modeling framework for supply chain management under uncertainty
- Applications of stochastic programming: Achievements and questions
- Impact of productivity on cross-training configurations and optimal staffing decisions in hospitals
- A multicut L-shaped based algorithm to solve a stochastic programming model for the mobile facility routing and scheduling problem
- An arc-exchange decomposition method for multistage dynamic networks with random arc capacities
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- A multi-stage stochastic programming approach for production planning with uncertainty in the quality of raw materials and demand
- Location-allocation approaches for hospital network planning under uncertainty
- An optimization model for the design of a capacitated multi-product reverse logistics network with uncertainty
- Integrated chance constraints: reduced forms and an algorithm
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Minimizing conditional-value-at-risk for stochastic scheduling problems
- Production scheduling with uncertain supply: a new solution to the open pit mining problem
- Real options valuation of forest plantation investments in Brazil
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- Ambulance location and relocation models.
- Prescribing product upgrades, prices and production levels over time in a stochastic environment
- A dynamic and flexible berth allocation model with stochastic vessel arrival times
- Minimax regret path location on trees
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management
- Confidence level solutions for stochastic programming
- A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties
- Solving a class of stochastic mixed-integer programs with branch and price
- Real options valuation applied to transmission expansion planning
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- Mathematical programming formulations for approximate simulation of multistage production systems
- On the approximability of robust spanning tree problems
- A model for optimal execution of atomic orders
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