Stochastic programming. The state of the art. In honor of George B. Dantzig.

DOI10.1007/978-1-4419-1642-6MaRDI QIDQ992744zbMATH OpenOpenAlexFDO

Authors

Publication date 9 September 2010

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4419-1642-6

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Festschriften (00B30) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Stochastic programming (90C15) Applications of mathematical programming (90C90)

Cited in

(9)

• A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
• Tactical supply chain planning under uncertainty with an application in the wind turbines industry
• Multicriteria modeling and tradeoff analysis for oil load dispatch and hauling operations at Noble energy
• Stochastic mixed-integer programming for a spare parts inventory management problem
• Logarithmic-barrier decomposition interior-point methods for stochastic linear optimization in a Hilbert space
• From scenarios to conditional scenarios in two‐stage stochastic MILP problems
• Reduction of nonanticipativity constraints in multistage stochastic programming problems with endogenous and exogenous uncertainty
• Multiperiod interval-based stochastic dominance with application to dynamic portfolios
• Addressing uncertainty in coalition structure and profit allocation problems through stochastic programming: insights from the collaborative transportation problem

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