In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereasâ€¦Â (More)

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Highly Cited

2016

Highly Cited

2016

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effortâ€¦Â (More)

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2014

Highly Cited

2014

- Alexander Shapiro, Darinka Dentcheva, Andrzej Ruszczynski
- MOS-SIAM Series on Optimization
- 2014

This volume is an excellent guide for anyone interested in variational analysis, optimization, and PDEs. It offers a detailedâ€¦Â (More)

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2009

Highly Cited

2009

- Arkadi Nemirovski, Anatoli Juditsky, Guanghui Lan, Alexander Shapiro
- SIAM Journal on Optimization
- 2009

In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basicâ€¦Â (More)

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Highly Cited

2008

Highly Cited

2008

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.orgâ€¦Â (More)

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Highly Cited

2006

Highly Cited

2006

- Jeff T. Linderoth, Alexander Shapiro, Stephen J. Wright
- Annals OR
- 2006

We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs withâ€¦Â (More)

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Highly Cited

2006

Highly Cited

2006

- Martin E. Dyer, Leen Stougie
- Math. Program.
- 2006

Stochastic programming is the subfield of mathematical programming that considers optimization in the presence of uncertaintyâ€¦Â (More)

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Highly Cited

2004

Highly Cited

2004

The main focus of this paper is in a discussion of complexity of stochastic programming problems. We argue that two-stage (linearâ€¦Â (More)

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Highly Cited

2003

Highly Cited

2003

- Jitka DupacovÃ¡, Nicole GrÃ¶we-Kuska, Werner RÃ¶misch
- Math. Program.
- 2003

Given a convex stochastic programming problem with a discrete initial probability distribution, the problem of optimal scenarioâ€¦Â (More)

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Highly Cited

2003

Highly Cited

2003

We give the reader a tour of good energy optimization models that explicitly deal with uncertainty. The uncertainty usually stemsâ€¦Â (More)

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Highly Cited

2000

Highly Cited

2000

- Jitka DupacovÃ¡, Giorgio Consigli, Stein W. Wallace
- Annals OR
- 2000

A major issue in any application of multistage stochastic programming is the representation of the underlying random data processâ€¦Â (More)

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