Stochastic Linear Programming

Stochastic Linear Programming is a mathematical optimization framework within the class of linear programming models that incorporates random parameters in the coefficients or constraints to account for uncertainty, thereby distinguishing it from deterministic linear programs by explicitly modeling probabilistic variations in problem data.

384

Publications

26K

Citations

714

Authors

358

Institutions

Publications per year

2017–2026

59

Variants

Stochastic Linear Programs

Authors

714

  1. JR
    John R. Birge

    University of Chicago, United States

    12 publications · 2.5K citations

    12

    h-index

  2. SS
    Suvrajeet Sen

    University of Arizona, United States

    10 publications · 1K citations

    10

    h-index

  3. MS
    Masatoshi Sakawa

    Hiroshima University, Japan

    8 publications · 224 citations

    8

    h-index

  4. RJ
    Roger J.‐B. Wets

    University of California, Davis, United States

    6 publications · 1.8K citations

    6

    h-index

  5. MA
    M. A. H. Dempster

    University of Cambridge, United Kingdom

    6 publications · 240 citations

    6

    h-index

1–5 of 714

Venues

  1. Operations Research

    26 publications · 4.3K citations

    23

    h-index

  2. European Journal of Operational Research

    22 publications · 1.7K citations

    18

    h-index

  3. Management Science

    18 publications · 1.9K citations

    16

    h-index

  4. Mathematical Programming

    17 publications · 1.4K citations

    16

    h-index

  5. Mathematics of Operations Research

    11 publications · 1.3K citations

    11

    h-index

1–5