Keyword

stochastic programming

Description: A mathematical optimization framework that incorporates uncertainty by modeling uncertain parameters or outcomes with probability distributions.

Primary topic: Risk and Portfolio Optimization (23%)

Wikidata ID: wiki/Q7617831

OpenAlex ID: keywords/stochastic-programming

Introduction to Stochastic Programming

2011 · John R. Birge, François Louveaux · Springer series in operations research/Springer series in operations research and financial engineering · 6,467

The Impact of Charging Plug-In Hybrid Electric Vehicles on a Residential Distribution Grid

2009 · K. Clement-Nyns, E. Haesen, et al. · IEEE Transactions on Power Systems · 2,842

PDF

Stochastic Programming

2010 · International series in management science/operations research/International series in operations research & management science · 2,228

Robust Stochastic Approximation Approach to Stochastic Programming

2009 · A. Nemirovski, A. Juditsky, et al. · SIAM Journal on Optimization · 1,945

Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations

2015 · Mohajerin Esfahani, Peyman, Kuhn, Daniel · Infoscience (Ecole Polytechnique Fédérale de Lausanne) · 1,860

Nonlinear Programming

2000 · Mahmut Parlar · Birkhäuser Boston eBooks · 1,741

Introduction to Stochastic Programming

1998 · J M Wilson · Journal of the Operational Research Society · 1,664

Lectures on Stochastic Programming: Modeling and Theory

2009 · Alexander Shapiro, Darinka Dentcheva, et al. · 1,623

Stochastic Programming

1995 · András Prékopa · Springer eBooks · 1,539

Lectures on Stochastic Programming

2009 · Alexander Shapiro, Darinka Dentcheva, et al. · Society for Industrial and Applied Mathematics eBooks · 1,417

Scenarios and Policy Aggregation in Optimization Under Uncertainty

1991 · R. T. Rockafellar, Roger J.-B. Wets · Mathematics of Operations Research · 1,340

Linear Programming under Uncertainty

1955 · George B. Dantzig · Management Science · 1,226

Optimization under uncertainty: state-of-the-art and opportunities

2003 · Nikolaos V. Sahinidis · Computers & Chemical Engineering · 1,179

Linear Programming Under Uncertainty

2004 · George B. Dantzig · Management Science · 1,173

A stochastic programming approach for supply chain network design under uncertainty

2004 · Tjendera Santoso, Shabbir Ahmed, et al. · European Journal of Operational Research · 1,131

Scenario reduction in stochastic programming

2003 · J. Dupa?ov�, N. Gr�we-Kuska, et al. · Mathematical Programming · 1,043

Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

1963 · A. Charnes, W. W. Cooper · Operations Research · 992

Scenario Reduction Algorithms in Stochastic Programming

2003 · Holger Heitsch, Werner Römisch · Computational Optimization and Applications · 982

Introduction to Stochastic Programming

1997 · Birge, John R, Louveaux, François · Springer eBooks · 958

Stochastic Programming

1995 · Kiriakos Vlahos, Peter Kall, et al. · Journal of the Operational Research Society · 931

Monte Carlo Sampling Methods

2003 · Alexander Shapiro · Handbooks in operations research and management science · 916

Handbook of applied optimization

2002 · Choice Reviews Online · 867

Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem

2000 · Masahiro Inuiguchi, Jaroslav Ramı́k · Fuzzy Sets and Systems · 770

Stochastic optimization of medical supply location and distribution in disaster management

2009 · Huseyin Onur Mete, Zelda B. Zabinsky · International Journal of Production Economics · 712

Supply chain network design under uncertainty: A comprehensive review and future research directions

2017 · Kannan Govindan, Mohammad Fattahi, et al. · European Journal of Operational Research · 707

PDF

Works count: 8,533

Citation count: 174,500