The Value of Information and Stochastic Programming
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- Sharp Bounds on the Value of Perfect Information
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- Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)
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- On the cutting stock problem under stochastic demand
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- The value of side information in network flow optimization
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
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- Bounds in multistage linear stochastic programming
- Analyzing location models by the maximum possible value of perfect information
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- The information value and the uncertainties in two-stage uncertain programming with recourse
- Risk averse shortest paths: a computational study
- SLP-IOR: An interactive model management system for stochastic linear programs
- Models for planning capacity expansion of convenience stores under uncertain demand and the value of information
- On stochastic programming ii: dynamic problems under risk∗
- Optimization of costly measurements in stochastic decision processes
- The value of perfect information as a risk measure
- A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
- On information-augmented chance-constrained programs
- Information collection for linear programs with uncertain objective coefficients
- Shadow price of information in discrete time stochastic optimization
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