Stochastic programming with simple integer recourse

Linear Programming under Uncertainty

George B. Dantzig · Management Science · 1955 · 1.2K citations

Business, Decision Sciences, Decision Theory +10

Linear Programming Under Uncertainty

George B. Dantzig · Management Science · 2004 · 1.2K citations

Business, Decision Sciences, Decision Theory +10

A multicut algorithm for two-stage stochastic linear programs

John R. Birge, François Louveaux · European Journal of Operational Research · 1988 · 530 citations

Natural Sciences, Computer Science, Algorithms +13

Mslip: A computer code for the multistage stochastic linear programming problem

Horand I. Gassmann · Mathematical Programming · 1990 · 226 citations

Natural Sciences, Computer Science, Algorithms +11

Solving stochastic programs with simple recourse

Roger J.‐B. Wets · Stochastics · 1983 · 114 citations

Business, Computer Science, Algorithms +10