#### Filter Results:

- Full text PDF available (72)

#### Publication Year

2002

2019

- This year (14)
- Last 5 years (59)
- Last 10 years (96)

#### Publication Type

#### Co-author

#### Journals and Conferences

Learn More

- Shabbir Ahmed
- Math. Program.
- 2006

Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing risk in decision making… (More)

- Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro
- European Journal of Operational Research
- 2005

This paper proposes a stochastic programming model and solution algorithm for solving supply chain network design problems of a realistic scale. Existing approaches for these problems are either… (More)

- Shabbir Ahmed, Mohit Tawarmalani, Nikolaos V. Sahinidis
- Math. Program.
- 2004

This paper addresses a general class of two-stage stochastic programs with integer recourse and discrete distributions. We exploit the structure of the value function of the second stage integer… (More)

- James R. Luedtke, Shabbir Ahmed
- SIAM Journal on Optimization
- 2008

We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical distribution obtained… (More)

- James R. Luedtke, Shabbir Ahmed, George L. Nemhauser
- Math. Program.
- 2010

- Shabbir Ahmed, Alan J. King, Gyana R. Parija
- J. Global Optimization
- 2003

This paper addresses a multi-period investment model for capacity expansion in an uncertain environment. Using a scenario tree approach to model the evolution of uncertain demand and cost parameters,… (More)

This paper develops a solution strategy for two-stage stochastic programs with integer recourse. The proposed methodology relies on approximating the underlying stochastic program via sampling, and… (More)

- Juan Pablo Vielma, Shabbir Ahmed, George L. Nemhauser
- Operations Research
- 2010

We study the modeling of non-convex piecewise linear functions as Mixed Integer Programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise linear… (More)

- Wei Wang, Shabbir Ahmed
- Oper. Res. Lett.
- 2008

We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio selection with… (More)

- Shabbir Ahmed
- Oper. Res. Lett.
- 2013

Section 3 of the paper “A scenario decomposition algorithm for 0-1 stochastic programs,” Operations Research Letters, 41(6):565-569, 2013, contains some errors. The result in Proposition 2 had to be… (More)