Problem-based optimal scenario generation and reduction in stochastic programming | 0 | 0.34 | 2022 |
Quasi-Monte Carlo Methods For Two-Stage Stochastic Mixed-Integer Programs | 0 | 0.34 | 2021 |
Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? | 1 | 0.35 | 2016 |
Conditioning of linear-quadratic two-stage stochastic optimization problems | 1 | 0.39 | 2014 |
Quantitative Stability Analysis of Stochastic Generalized Equations. | 3 | 0.41 | 2014 |
Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models. | 3 | 0.38 | 2013 |
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. | 20 | 1.11 | 2012 |
SDDP for multistage stochastic linear programs based on spectral risk measures. | 6 | 0.51 | 2012 |
A model for dynamic chance constraints in hydro power reservoir management | 12 | 0.76 | 2010 |
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions | 4 | 0.91 | 2010 |
Scenario reduction in stochastic programming with respect to discrepancy distances | 12 | 0.54 | 2009 |
Scenario tree modeling for multistage stochastic programs | 67 | 2.72 | 2009 |
Quantitative stability of fully random mixed-integer two-stage stochastic programs | 5 | 0.51 | 2008 |
Stochastic Integer Programming: Limit Theorems and Confidence Intervals | 5 | 0.51 | 2007 |
Stability of epsilon-approximate Solutions to Convex Stochastic Programs | 6 | 0.49 | 2007 |
A note on scenario reduction for two-stage stochastic programs | 28 | 1.21 | 2007 |
Stability of Multistage Stochastic Programs | 39 | 2.70 | 2006 |
Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise | 13 | 1.21 | 2006 |
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization | 0 | 0.34 | 2005 |
Polyhedral Risk Measures in Stochastic Programming | 30 | 2.47 | 2005 |
Duality gaps in nonconvex stochastic optimization | 10 | 0.76 | 2004 |
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints | 16 | 1.52 | 2004 |
Scenario reduction in stochastic programming | 52 | 2.61 | 2003 |
Scenario Reduction Algorithms in Stochastic Programming | 120 | 10.88 | 2003 |
Quantitative Stability in Stochastic Programming: The Method of Probability Metrics | 38 | 5.80 | 2002 |
Differential Stability of Two-Stage Stochastic Programs | 6 | 0.76 | 2000 |
Stochastic Lagrangian Relaxation Applied to Power Scheduling in a Hydro-Thermal System under Uncertainty | 55 | 6.41 | 2000 |
Unit commitment in power generation – a basic model and some extensions | 20 | 1.51 | 2000 |
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints | 26 | 6.39 | 1999 |
Lipschitz Stability for Stochastic Programs with Complete Recourse. | 0 | 0.34 | 1996 |
A simple recourse model for power dispatch under uncertain demand | 3 | 1.14 | 1995 |
Stability in multistage stochastic programming | 7 | 1.30 | 1995 |
Stability of Solutions for Stochastic Programs with Complete Recourse | 21 | 5.31 | 1993 |
Stability analysis for stochastic programs | 36 | 4.86 | 1991 |
Distribution sensitivity in stochastic programming | 23 | 6.52 | 1991 |