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An Introductory Tutorial on Stochastic Linear Programming Models

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  1. Joshua Woodruff & William B. Haskell & Alejandro Toriello, 2016. "Optimized Financial Systems Helps Customers Meet Their Personal Finance Goals with Optimization," Interfaces, INFORMS, vol. 46(4), pages 345-359, August.
  2. Ignacio Marín Cruz & Mohamed Badaoui & Ricardo Mota Palomino, 2023. "Medium-Term Hydrothermal Scheduling of the Infiernillo Reservoir Using Stochastic Dual Dynamic Programming (SDDP): A Case Study in Mexico," Energies, MDPI, vol. 16(17), pages 1-26, August.
  3. Mashor Housh & Tomer Aharon, 2021. "Info-Gap Models for Optimal Multi-Year Management of Regional Water Resources Systems under Uncertainty," Sustainability, MDPI, vol. 13(6), pages 1-27, March.
  4. Stephan Nagl, Michaela Fursch, and Dietmar Lindenberger, 2013. "The Costs of Electricity Systems with a High Share of Fluctuating Renewables: A Stochastic Investment and Dispatch Optimization Model for Europe," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  5. Alexandra M. Newman & Martin Weiss, 2013. "A Survey of Linear and Mixed-Integer Optimization Tutorials," INFORMS Transactions on Education, INFORMS, vol. 14(1), pages 26-38, September.
  6. Khan, Asif & Asad, Mohammad Waqar Ali, 2019. "A method for optimal cut-off grade policy in open pit mining operations under uncertain supply," Resources Policy, Elsevier, vol. 60(C), pages 178-184.
  7. Warren B. Powell, 2016. "Perspectives of approximate dynamic programming," Annals of Operations Research, Springer, vol. 241(1), pages 319-356, June.
  8. Amy David & David Farr & Ross Januszyk & Urmila Diwekar, 2015. "USG Uses Stochastic Optimization to Lower Distribution Costs," Interfaces, INFORMS, vol. 45(3), pages 216-227, June.
  9. Sarhadi, Hassan & Naoum-Sawaya, Joe & Verma, Manish, 2020. "A robust optimization approach to locating and stockpiling marine oil-spill response facilities," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 141(C).
  10. Sesini, Marzia & Giarola, Sara & Hawkes, Adam D., 2021. "Strategic natural gas storage coordination among EU member states in response to disruption in the trans Austria gas pipeline: A stochastic approach to solidarity," Energy, Elsevier, vol. 235(C).
  11. Verma, Manish & Gendreau, Michel & Laporte, Gilbert, 2013. "Optimal location and capability of oil-spill response facilities for the south coast of Newfoundland," Omega, Elsevier, vol. 41(5), pages 856-867.
  12. Palsule-Desai, Omkar D., 2013. "Supply chain coordination using revenue-dependent revenue sharing contracts," Omega, Elsevier, vol. 41(4), pages 780-796.
  13. Garnier, Josselin & Omrane, Abdennebi & Rouchdy, Youssef, 2009. "Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations," European Journal of Operational Research, Elsevier, vol. 198(3), pages 848-858, November.
  14. Rao, Harish Venkatesh & Dutta, Goutam & Basu, Sankarshan, 2014. "Database Structure for a Multi Stage Stochastic Optimization Based Decision Support System for Asset – Liability Management of a Life Insurance Company," IIMA Working Papers WP2014-06-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  15. H. Lu & G. Huang & G. Zeng & I. Maqsood & L. He, 2008. "An Inexact Two-stage Fuzzy-stochastic Programming Model for Water Resources Management," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 22(8), pages 991-1016, August.
  16. M Kumral, 2011. "Incorporating geo-metallurgical information into mine production scheduling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(1), pages 60-68, January.
  17. Satish Ukkusuri & S. Waller, 2008. "Linear Programming Models for the User and System Optimal Dynamic Network Design Problem: Formulations, Comparisons and Extensions," Networks and Spatial Economics, Springer, vol. 8(4), pages 383-406, December.
  18. Meryem Masmoudi & Fouad Ben Abdelaziz, 2018. "Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models," Annals of Operations Research, Springer, vol. 267(1), pages 335-352, August.
  19. Sandoval, Diego & Goffin, Philippe & Leibundgut, Hansjürg, 2017. "How low exergy buildings and distributed electricity storage can contribute to flexibility within the demand side," Applied Energy, Elsevier, vol. 187(C), pages 116-127.
  20. David Rosenberg & Jay Lund, 2009. "Modeling Integrated Decisions for a Municipal Water System with Recourse and Uncertainties: Amman, Jordan," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 23(1), pages 85-115, January.
  21. Stadtler, Hartmut, 2005. "Supply chain management and advanced planning--basics, overview and challenges," European Journal of Operational Research, Elsevier, vol. 163(3), pages 575-588, June.
  22. Li, Lei & Manier, Hervé & Manier, Marie-Ange, 2019. "Hydrogen supply chain network design: An optimization-oriented review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 103(C), pages 342-360.
  23. Demirel, Edil & Özelkan, Ertunga C. & Lim, Churlzu, 2018. "Aggregate planning with Flexibility Requirements Profile," International Journal of Production Economics, Elsevier, vol. 202(C), pages 45-58.
  24. Mestre, Ana Maria & Oliveira, Mónica Duarte & Barbosa-Póvoa, Ana Paula, 2015. "Location–allocation approaches for hospital network planning under uncertainty," European Journal of Operational Research, Elsevier, vol. 240(3), pages 791-806.
  25. Kavitha G. Menon & Ricardo Fukasawa & Luis A. Ricardez-Sandoval, 2021. "A novel stochastic programming approach for scheduling of batch processes with decision dependent time of uncertainty realization," Annals of Operations Research, Springer, vol. 305(1), pages 163-190, October.
  26. Gregory A. Godfrey & Warren B. Powell, 2001. "An Adaptive, Distribution-Free Algorithm for the Newsvendor Problem with Censored Demands, with Applications to Inventory and Distribution," Management Science, INFORMS, vol. 47(8), pages 1101-1112, August.
  27. Y Wu, 2011. "Modelling of containerized air cargo forwarding problems under uncertainty," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(7), pages 1211-1226, July.
  28. de Oliveira, Francisco Alexandre & de Paiva, Anderson Paulo & Lima, José Wanderley Marangon & Balestrassi, Pedro Paulo & Mendes, Ronã Rinston Amaury, 2011. "Portfolio optimization using Mixture Design of Experiments: Scheduling trades within electricity markets," Energy Economics, Elsevier, vol. 33(1), pages 24-32, January.
  29. Ekman, Sone, 2002. "Cost-Effective Farm-Level Nitrogen Abatement in the Presence of Environmental and Economic Risk," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24860, European Association of Agricultural Economists.
  30. Stephan Nagl & Michaela Fürsch & Dietmar Lindenberger, 2013. "The Costs of Electricity Systems with a High Share of Fluctuating Renewables: A Stochastic Investment and Dispatch Optimization Model for Europe," The Energy Journal, , vol. 34(4), pages 151-180, October.
  31. Mike G. Tsionas & Dionisis Philippas & Constantin Zopounidis, 2023. "Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 205-227, June.
  32. Taaffe, Kevin & Geunes, Joseph & Edwin Romeijn, H., 2010. "Supply capacity acquisition and allocation with uncertain customer demands," European Journal of Operational Research, Elsevier, vol. 204(2), pages 263-273, July.
  33. Seog-Chan Oh & Alfred J. Hildreth, 2013. "Decisions on Energy Demand Response Option Contracts in Smart Grids Based on Activity-Based Costing and Stochastic Programming," Energies, MDPI, vol. 6(1), pages 1-19, January.
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