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On sample average approximation for two-stage stochastic programs without relatively complete recourse

Rui Chen, James Luedtke

Mathematical Programming · 2022 · 15 citations · 24 references

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References

24

Partitioning procedures for solving mixed-variables programming problems

J. F. Benders · Numerische Mathematik · 1962 · 3.8K citations

, , +7

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

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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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<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

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The Scenario Approach to Robust Control Design

Giuseppe C. Calafiore, Marco C. Campi · IEEE Transactions on Automatic Control · 2006 · 1.1K citations

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