Concepedia

Stochastic Programming Decomposition

Stochastic Programming Decomposition is a computational method in optimization under uncertainty that decomposes large-scale stochastic programs into smaller, more manageable subproblems by exploiting the inherent scenario-based or stage-based structure of the problem, thereby enabling efficient solution through iterative coordination of scenario-specific and recourse decisions.

166

Publications

13.9K

Citations

377

Authors

193

Institutions

Publications per year

2017–2026

54

Parents

Publications

166

<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

Richard M. Van Slyke, Roger J.‐B. Wets · SIAM Journal on Applied Mathematics · 1969 · 1.3K citations

, , +12

Cost Horizons and Certainty Equivalents: An Approach to Stochastic Programming of Heating Oil

A. Charnes, W. W. Cooper, Gifford H. Symonds · Management Science · 1958 · 619 citations

, , +16

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

John R. Birge · Operations Research · 1985 · 587 citations

, , +17

Reserve Requirements for Wind Power Integration: A Scenario-Based Stochastic Programming Framework

Anthony Papavasiliou, Shmuel S. Oren, Richard P. O’Neill · IEEE Transactions on Power Systems · 2011 · 575 citations

, , +16

Spectral Modeling Synthesis: A Sound Analysis/Synthesis System Based on a Deterministic Plus Stochastic Decomposition

Xavier Serra, Julius O. Smith · Computer Music Journal · 1990 · 567 citations · Full text

, , +14

1–5 of 166

Authors

377

  1. SS
    Suvrajeet Sen

    University of Arizona, United States

    8 publications · 803 citations

    8

    h-index

  2. SA
    Shabbir Ahmed

    Georgia Institute of Technology, United States

    6 publications · 586 citations

    6

    h-index

  3. FY
    Fengqi You

    Cornell University, United States

    4 publications · 625 citations

    4

    h-index

  4. AR
    Andrzej Ruszczyński

    Rutgers, The State University of New Jersey, United States

    4 publications · 427 citations

    4

    h-index

  5. MG
    Michel Gendreau

    Université de Montréal, Canada

    4 publications · 188 citations

    4

    h-index

1–5 of 377

Institutions

193

  1. Georgia Institute of Technology

    Atlanta, United States

    9 h-index

    16 publications

    1.2K citations

  2. Carnegie Mellon University

    Pittsburgh, United States

    6 h-index

    12 publications

    836 citations

  3. Northwestern University

    Evanston, United States

    6 h-index

    11 publications

    1.1K citations

  4. University of Michigan

    Ann Arbor, United States

    5 h-index

    11 publications

    1.5K citations

  5. University of Wisconsin–Madison

    Madison, United States

    5 h-index

    5 publications

    502 citations

  6. Norwegian University of Science and Technology

    Trondheim, Norway

    5 h-index

    8 publications

    309 citations

  7. The Ohio State University

    Columbus, United States

    5 h-index

    8 publications

    498 citations

  8. University of Arizona

    Tucson, United States

    5 h-index

    10 publications

    1.3K citations

1–8 of 193

Venues

  1. IEEE Transactions on Power Systems

    13 publications · 1.7K citations

    13

    h-index

  2. INFORMS journal on computing

    8 publications · 449 citations

    8

    h-index

  3. Mathematical Programming

    7 publications · 1K citations

    7

    h-index

  4. SIAM Journal on Optimization

    7 publications · 479 citations

    7

    h-index

  5. Operations Research

    8 publications · 982 citations

    7

    h-index

1–5