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Generalized decision rule approximations for stochastic programming via liftings

Angelos Georghiou, Wolfram Wiesemann, Daniel Kühn

Mathematical Programming · 2014 · 156 citations · 33 references

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33

Introduction to Stochastic Programming

J M Wilson · Journal of the Operational Research Society · 1998 · 1.7K citations

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Adjustable robust solutions of uncertain linear programs

Aharon Ben‐Tal, Alexander Goryashko, E. Guslitzer et al. · Mathematical Programming · 2004 · 1.4K citations

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Adjustable robust solutions of uncertain linear programs

Ben-TalA., GoryashkoA., GuslitzerE. et al. · Mathematical Programming · 2004 · 859 citations

, , +11

Stochastic Programming.

Kiriakos Vlahos, Peter Kall, Stein W. Wallace · Journal of the Operational Research Society · 1995 · 805 citations

Distributionally Robust Optimization and Its Tractable Approximations

Joel Goh, Melvyn Sim · Operations Research · 2010 · 692 citations

, , +16