Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm

A Stochastic Approximation Method

Herbert Robbins, Sutton Monro · The Annals of Mathematical Statistics · 1951 · 9.6K citations · Full text

Computing, Computer Science, Algorithms +9

Applications of second-order cone programming

Miguel Sousa Lobo, Lieven Vandenberghe, Stephen Boyd et al. · Linear Algebra and its Applications · 1998 · 2.4K citations

Natural Sciences, Computer Science, Mathematics +11

Stochastic Estimation of the Maximum of a Regression Function

J. Kiefer, J. Wolfowitz · The Annals of Mathematical Statistics · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

The Sample Average Approximation Method for Stochastic Discrete Optimization

Anton J. Kleywegt, Alexander Shapiro, Tito Homem‐de‐Mello · SIAM Journal on Optimization · 2002 · 2K citations · Full text

Natural Sciences, Mathematics, Optimization +16

Optimization under uncertainty: state-of-the-art and opportunities

Nikolaos V. Sahinidis · Computers & Chemical Engineering · 2003 · 1.2K citations

Natural Sciences, Decision Sciences, Mathematics +10