Concepedia

Stochastic Programming

Stochastic Programming is a branch of mathematical optimization that extends deterministic programming models by incorporating random parameters into the decision-making process, thereby enabling the formulation of optimal decisions under uncertainty through the minimization of expected costs or risks over multiple scenarios.

6.4K

Publications

460.7K

Citations

10.7K

Authors

2.5K

Institutions

Publications per year

2017–2026

2.1K

Parents

Children

Publications

6.4K

Adam: A Method for Stochastic Optimization

Diederik P. Kingma, Jimmy Ba · UvA-DARE (University of Amsterdam) · 2014 · 84.8K citations · Full text

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Chance-Constrained Programming

A. Charnes, W. W. Cooper · Management Science · 1959 · 2.7K citations

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Robust Stochastic Approximation Approach to Stochastic Programming

Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan et al. · SIAM Journal on Optimization · 2009 · 2.1K citations

, , +13

Accelerating Stochastic Gradient Descent using Predictive Variance Reduction

Rie Johnson, Tong Zhang · 2013 · 1.9K citations

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Robust Optimization of Large-Scale Systems

John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios · Operations Research · 1995 · 1.9K citations

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1–5 of 6.4K

Authors

10.7K

  1. GH
    Guohe Huang

    University of Regina, Canada

    124 publications · 6.5K citations

    48

    h-index

  2. AS
    Alexander Shapiro

    Georgia Institute of Technology, United States

    46 publications · 8.4K citations

    33

    h-index

  3. RJ
    Roger J.‐B. Wets

    University of California, Davis, United States

    37 publications · 5.5K citations

    30

    h-index

  4. YL
    Yongping Li

    University of Regina, Canada

    58 publications · 2.8K citations

    28

    h-index

  5. MS
    Mohammad Shahidehpour

    Illinois Institute of Technology, United States

    29 publications · 4K citations

    26

    h-index

1–5 of 10.7K

Institutions

2.5K

  1. Georgia Institute of Technology

    Atlanta, United States

    57 h-index

    216 publications

    28.7K citations

  2. Massachusetts Institute of Technology

    Cambridge, United States

    53 h-index

    152 publications

    16K citations

  3. Tsinghua University

    Beijing, China

    50 h-index

    292 publications

    20.2K citations

  4. Carnegie Mellon University

    Pittsburgh, United States

    48 h-index

    192 publications

    12.9K citations

  5. University of Regina

    Regina, Canada

    48 h-index

    242 publications

    12.9K citations

  6. North China Electric Power University

    Beijing, China

    45 h-index

    300 publications

    11.7K citations

  7. University of Michigan

    Ann Arbor, United States

    40 h-index

    167 publications

    10.4K citations

  8. Princeton University

    Princeton, United States

    39 h-index

    115 publications

    11.9K citations

1–8 of 2.5K

Venues

  1. IEEE Transactions on Power Systems

    220 publications · 27K citations

    96

    h-index

  2. Operations Research

    212 publications · 24.4K citations

    82

    h-index

  3. European Journal of Operational Research

    235 publications · 16.4K citations

    71

    h-index

  4. Mathematical Programming

    148 publications · 16.9K citations

    68

    h-index

  5. IEEE Transactions on Smart Grid

    65 publications · 8.1K citations

    52

    h-index

1–5