Multistage Stochastic Optimization

Multistage Stochastic Optimization is a mathematical framework for sequential decision-making under uncertainty, distinguished by its modeling of random variables revealed in stages and the adaptive optimization of decisions at each stage to minimize expected costs over time.

396

Publications

21.6K

Citations

904

Authors

435

Institutions

Publications per year

2017–2026

142

Authors

904

  1. IE
    Ignacio E. Grossmann

    Carnegie Mellon University, United States

    13 publications · 813 citations

    12

    h-index

  2. GH
    Guohe Huang

    University of Regina, Canada

    11 publications · 527 citations

    11

    h-index

  3. LF
    Laureano F. Escudero

    Universidad Rey Juan Carlos, Spain

    13 publications · 422 citations

    11

    h-index

  4. AS
    Alexander Shapiro

    Georgia Institute of Technology, United States

    8 publications · 255 citations

    8

    h-index

  5. AP
    Andy Philpott

    University of Auckland, New Zealand

    7 publications · 631 citations

    7

    h-index

1–5 of 904

Venues

  1. Operations Research

    21 publications · 2K citations

    20

    h-index

  2. European Journal of Operational Research

    24 publications · 932 citations

    19

    h-index

  3. INFORMS journal on computing

    13 publications · 618 citations

    12

    h-index

  4. IEEE Transactions on Power Systems

    12 publications · 953 citations

    12

    h-index

  5. Mathematical Programming

    12 publications · 2K citations

    11

    h-index

1–5