Stochastic Programming
Editor
- Gerd Infanger(Stanford University)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-1-4419-1642-6
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Citations
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Cited by:
- Shapiro, Alexander & Tekaya, Wajdi & da Costa, Joari Paulo & Soares, Murilo Pereira, 2013. "Risk neutral and risk averse Stochastic Dual Dynamic Programming method," European Journal of Operational Research, Elsevier, vol. 224(2), pages 375-391.
- Birge, John R. & Júdice, Pedro, 2013. "Long-term bank balance sheet management: Estimation and simulation of risk-factors," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4711-4720.
- Bruno, Sergio & Ahmed, Shabbir & Shapiro, Alexander & Street, Alexandre, 2016. "Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty," European Journal of Operational Research, Elsevier, vol. 250(3), pages 979-989.
- J. Bello Cruz & W. Oliveira, 2014. "Level bundle-like algorithms for convex optimization," Journal of Global Optimization, Springer, vol. 59(4), pages 787-809, August.
- Luhandjula, M.K. & Rangoaga, M.J., 2014. "An approach for solving a fuzzy multiobjective programming problem," European Journal of Operational Research, Elsevier, vol. 232(2), pages 249-255.
- Gomes, I.L.R. & Pousinho, H.M.I. & Melício, R. & Mendes, V.M.F., 2017. "Stochastic coordination of joint wind and photovoltaic systems with energy storage in day-ahead market," Energy, Elsevier, vol. 124(C), pages 310-320.
- Rebecca Stockbridge & Güzin Bayraksan, 2016. "Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming," Computational Optimization and Applications, Springer, vol. 64(2), pages 407-431, June.
- Talari, Saber & Shafie-khah, Miadreza & Osório, Gerardo J. & Aghaei, Jamshid & Catalão, João P.S., 2018. "Stochastic modelling of renewable energy sources from operators' point-of-view: A survey," Renewable and Sustainable Energy Reviews, Elsevier, vol. 81(P2), pages 1953-1965.
- Jérôme Malick & Welington Oliveira & Sofia Zaourar, 2017. "Uncontrolled inexact information within bundle methods," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 5-29, March.
- Wim Ackooij & Welington Oliveira, 2014. "Level bundle methods for constrained convex optimization with various oracles," Computational Optimization and Applications, Springer, vol. 57(3), pages 555-597, April.
Book Chapters
The following chapters of this book are listed in IDEAS- George B. Dantzig, 2010. "Linear Programming Under Uncertainty," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 1-11, Springer.
- George B. Dantzig & Gerd Infanger, 2010. "A Probabilistic Lower Bound for Two-Stage Stochastic Programs," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 13-35, Springer.
- Güzin Bayraksan & David P. Morton & Amit Partani, 2010. "Simulation-Based Optimality Tests for Stochastic Programs," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 37-55, Springer.
- Suvrajeet Sen & Zhihong Zhou & Kai Huang, 2010. "Stochastic Decomposition and Extensions," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 57-66, Springer.
- Karl Frauendorfer & Daniel Kuhn & Michael Schürle, 2010. "Barycentric Bounds in Stochastic Programming: Theory and Application," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 67-96, Springer.
- N. Chanaka P. Edirisinghe, 2010. "Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 97-138, Springer.
- Holger Heitsch & Werner Römisch, 2010. "Stability and Scenario Trees for Multistage Stochastic Programs," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 139-164, Springer.
- Rüdiger Schultz, 2010. "Risk Aversion in Two-Stage Stochastic Integer Programming," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 165-187, Springer.
- Darinka Dentcheva & Andrzej Ruszczyński, 2010. "Portfolio Optimization with Risk Control by Stochastic Dominance Constraints," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 189-211, Springer.
- Harry M. Markowitz & Erik L. Dijk, 2010. "Single-Period Mean–Variance Analysis in a Changing World," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 213-237, Springer.
- Hiroshi Konno, 2010. "Mean–Absolute Deviation Model," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 239-255, Springer.
- John M. Mulvey & Woo Chang Kim, 2010. "Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 257-275, Springer.
- Leonard C. MacLean & Yonggan Zhao & William T. Ziemba, 2010. "Growth–Security Models and Stochastic Dominance," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 277-296, Springer.
- Julia L. Higle & Karl G. Kempf, 2010. "Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 297-315, Springer.
- Alan S. Manne, 2010. "Global Climate Decisions Under Uncertainty," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 317-327, Springer.
- Jiarui Han & Benjamin Roy, 2010. "Control of Diffusions via Linear Programming," International Series in Operations Research & Management Science, in: Gerd Infanger (ed.), Stochastic Programming, chapter 0, pages 329-353, Springer.
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