Stochastic decomposition: an algorithm for two-state linear programs with recourse

A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse

Journal of Global Optimization

Applying the Minimum Risk Criterion in Stochastic Recourse Programs

Computational Optimization and Applications

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

Computational Optimization and Applications

A Novel Sampling Approach to Combinatorial Optimization Under Uncertainty

Computational Optimization and Applications

Financial planning via multi-stage stochastic optimization

Computers and Operations Research

Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case

Computational Optimization and Applications

A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems

Proceedings of the 38th conference on Winter simulation

Dynamic-Programming Approximations for Stochastic Time-Staged Integer Multicommodity-Flow Problems

INFORMS Journal on Computing

The Dynamic Assignment Problem

Transportation Science

Monte-Carlo driven stochastic optimization framework for handling fabrication variability

Proceedings of the 2007 IEEE/ACM international conference on Computer-aided design

The optimizing-simulator: merging simulation and optimization using approximate dynamic programming

Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come

Sequential sampling for solving stochastic programs

Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come

Confidence level solutions for stochastic programming

Automatica (Journal of IFAC)

Enhancements of two-stage stochastic decomposition

Computers and Operations Research

Approximate dynamic programming: lessons from the field

Proceedings of the 40th Conference on Winter Simulation

An Optimal Approximate Dynamic Programming Algorithm for the Lagged Asset Acquisition Problem

Mathematics of Operations Research

StAMPL: A Filtration-Oriented Modeling Tool for Multistage Stochastic Recourse Problems

INFORMS Journal on Computing

Feature Article---Merging AI and OR to Solve High-Dimensional Stochastic Optimization Problems Using Approximate Dynamic Programming

INFORMS Journal on Computing

On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization

Operations Research

Management of disruption risk in global supply chains

IBM Journal of Research and Development

The stochastic root-finding problem: Overview, solutions, and open questions

ACM Transactions on Modeling and Computer Simulation (TOMACS)

A novel decomposition and distributed computing approach for the solution of large scale optimization models

Computers and Electronics in Agriculture

An integer programming and decomposition approach to general chance-constrained mathematical programs

IPCO'10 Proceedings of the 14th international conference on Integer Programming and Combinatorial Optimization

Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation

Computational Optimization and Applications

Newton-type methods for stochastic programming

Mathematical and Computer Modelling: An International Journal

Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program

Operations Research Letters

Monte Carlo bounding techniques for determining solution quality in stochastic programs

Operations Research Letters

Stochastic mathematical programs with equilibrium constraints

Operations Research Letters

An algorithm for approximating piecewise linear concave functions from sample gradients

Operations Research Letters

A preconditioning technique for Schur complement systems arising in stochastic optimization

Computational Optimization and Applications

SMART: A Stochastic Multiscale Model for the Analysis of Energy Resources, Technology, and Policy

INFORMS Journal on Computing

Optimization simulation: the case of multi-stage stochastic decision models

Proceedings of the Winter Simulation Conference

Adaptive collective routing using gaussian process dynamic congestion models

Proceedings of the 19th ACM SIGKDD international conference on Knowledge discovery and data mining