Concepedia

Chance-constrained Programming With Recourse

Chance-Constrained Programming with Recourse is a stochastic optimization framework that belongs to the class of decision-making models under uncertainty, distinguished by its integration of probabilistic constraints to ensure feasibility with a specified confidence level and the inclusion of adaptive corrective actions taken after the realization of random parameters.

25

Publications

1.4K

Citations

39

Authors

29

Institutions

Publications per year

2017–2026

1

Parents

Publications

25

The value of the stochastic solution in stochastic linear programs with fixed recourse

John R. Birge · Mathematical Programming · 1982 · 327 citations · Full text

, , +14

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse

Rüdiger Schultz, Stephan Tiedemann · Mathematical Programming · 2005 · 182 citations · Full text

, , +16

Stochastic convex programming: basic duality

R. T. Rockafellar, Roger J.‐B. Wets · Pacific Journal of Mathematics · 1976 · 121 citations · Full text

, , +15

Decision Problems Under Risk and Chance Constrained Programming: Dilemmas in the Transition

Andrew J. Hogan, James Morris, Howard E. Thompson · Management Science · 1981 · 87 citations

, , +15

On structure and stability in stochastic programs with random technology matrix and complete integer recourse

Rüdiger Schultz · Mathematical Programming · 1995 · 86 citations

, , +14

1–5 of 25

Authors

39

  1. SS
    Suvrajeet Sen

    University of Arizona, United States

    3 publications · 123 citations

    3

    h-index

  2. RS
    Rüdiger Schultz

    University of Duisburg-Essen, Germany

    3 publications · 289 citations

    3

    h-index

  3. JR
    John R. Birge

    University of Chicago, United States

    2 publications · 389 citations

    2

    h-index

  4. RJ
    Roger J.‐B. Wets

    University of California, Davis, United States

    2 publications · 183 citations

    2

    h-index

  5. HE
    Howard E. Thompson

    University of Wisconsin–Madison, United States

    2 publications · 99 citations

    2

    h-index

1–5 of 39

Institutions

29

  1. Johns Hopkins Medicine

    Baltimore, United States

    2 h-index

    3 publications

    107 citations

  2. Johns Hopkins University

    Baltimore, United States

    2 h-index

    3 publications

    107 citations

  3. University of Michigan

    Ann Arbor, United States

    2 h-index

    2 publications

    389 citations

  4. University of Wisconsin–Madison

    Madison, United States

    2 h-index

    4 publications

    273 citations

  5. University of Arizona

    Tucson, United States

    2 h-index

    3 publications

    154 citations

  6. Zuse Institute Berlin

    Berlin, Germany

    2 h-index

    2 publications

    107 citations

  7. University of Cyprus

    Nicosia, Cyprus

    1 h-index

    2 publications

    114 citations

  8. Kent State University

    Kent, United States

    1 h-index

    1 publications

    12 citations

1–8 of 29

Venues

  1. Mathematical Programming

    6 publications · 719 citations

    6

    h-index

  2. Management Science

    3 publications · 142 citations

    3

    h-index

  3. European Journal of Operational Research

    3 publications · 104 citations

    3

    h-index

  4. Annals of Operations Research

    2 publications · 85 citations

    2

    h-index

  5. IEEE Power Engineering Review

    1 publications · 47 citations

    1

    h-index

1–5