Introduction to Stochastic Programming
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Publication:4354450
DOI10.1007/B97617zbMATH Open0892.90142OpenAlexW347166089MaRDI QIDQ4354450FDOQ4354450
Authors: John R. Birge, François V. Louveaux 
Publication date: 15 September 1997
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/b97617
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Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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- A stochastic goal programming model to derive stable cash management policies
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- A numerical method for two-stage stochastic programs under uncertainty
- Combined Monte Carlo sampling and penalty method for stochastic nonlinear complementarity problems
- A scalable solution framework for stochastic transmission and generation planning problems
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
- Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations
- Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
- A multi-stage stochastic programming approach in master production scheduling
- Enhanced-interval linear programming
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
- Supply capacity acquisition and allocation with uncertain customer demands
- A general concept for solving linear multicriteria programming problems with crisp, fuzzy or stochastic values
- A global chance-constraint for stochastic inventory systems under service level constraints
- Robust production planning in a manufacturing environment with random yield: a case in sawmill production planning
- Probabilistic models for the Steiner tree problem
- Strategic capacity decision-making in a stochastic manufacturing environment using real-time approximate dynamic programming
- Challenges in Enterprise Wide Optimization for the Process Industries
- Risk aversion in imperfect natural gas markets
- Top-percentile traffic routing problem by dynamic programming
- Three concepts of robust efficiency for uncertain multiobjective optimization problems via set order relations
- Natural gas production network infrastructure development under uncertainty
- Impact of supply risks on procurement decisions
- Perspectives of approximate dynamic programming
- Robust capacity expansion of network flows
- Level set based robust shape and topology optimization under random field uncertainties
- Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗
- Robust tower location for code division multiple access networks
- Multi-stage recovery robustness for optimization problems: A new concept for planning under disturbances
- Bilevel stochastic linear programming problems with quantile criterion
- Generalized robust duality in constrained nonconvex optimization
- Applying ranking and selection procedures to long-term mitigation for improved network restoration
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- Stochastic lot-sizing problem with deterministic demands and Wagner-Whitin costs
- An \(O(N^2)\)-time algorithm for the stochastic uncapacitated lot-sizing problem with random lead times
- A class of on-line portfolio selection algorithms based on linear learning
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- Optimal capacity allocation in multi-auction electricity markets under uncertainty
- A hierarchy of bounds for stochastic mixed-integer programs
- Implementable algorithm for stochastic optimization using sample average approximations
- Challenges and Advances in A Priori Routing
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- Application of stochastic programming to reduce uncertainty in quality-based supply planning of slaughterhouses
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- 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
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- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Minimizing conditional-value-at-risk for stochastic scheduling problems
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- 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
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- Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
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