A branch and bound method for stochastic global optimization

Scenarios and Policy Aggregation in Optimization Under Uncertainty

R. T. Rockafellar, Roger J.‐B. Wets · Mathematics of Operations Research · 1991 · 1.3K citations · Full text

Business, Decision Sciences, Decision Analysis +14

Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs

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

Business, Economics, Industrial Engineering +17

Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method

Jason H. Goodfriend · Technometrics · 1995 · 401 citations

Engineering, Industrial Engineering, Systems Engineering +15

A New Scenario Decomposition Method for Large-Scale Stochastic Optimization

John M. Mulvey, Andrzej Ruszczyński · Operations Research · 1995 · 398 citations

Computing, Computer Engineering, Computer Science +17

stochastic quasigradient methods and their application to system optimization^†

Yuri Ermoliev · Stochastics · 1983 · 284 citations

Natural Sciences, Mathematics, Algorithms +13