Stochastic programming with integer variables

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

Business, Finance, Risk Management +14

Integer and Combinatorial Optimization

H. P. Williams, George L. Nemhauser, Laurence A. Wolsey · Journal of the Operational Research Society · 1990 · 5.6K citations

Natural Sciences, Mathematics, Algorithms +11

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

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<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

Business, Industrial Engineering, Optimization +12

Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

A. Charnes, W. W. Cooper · Operations Research · 1963 · 991 citations

Natural Sciences, Decision Sciences, Mathematics +17