Asymptotic theory for solutions in statistical estimation and stochastic programming

Sample-path optimization in simulation

WSC '94 Proceedings of the 26th conference on Winter simulation

Sample-path solution of stochastic variational inequalities, with applications to option pricing

WSC '96 Proceedings of the 28th conference on Winter simulation

Adaptive stochastic manpower scheduling

Proceedings of the 30th conference on Winter simulation

Quantitative Stability in Stochastic Programming: The Method of Probability Metrics

Mathematics of Operations Research

Jackknife estimators for reducing bias in asset allocation

Proceedings of the 38th conference on Winter simulation

Stochastic Integer Programming: Limit Theorems and Confidence Intervals

Mathematics of Operations Research

Efficient sample sizes in stochastic nonlinear programming

Journal of Computational and Applied Mathematics

Confidence level solutions for stochastic programming

Automatica (Journal of IFAC)

Decomposition Based Interior Point Methods for Two-Stage Stochastic Convex Quadratic Programs with Recourse

Operations Research

Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support

SIAM Journal on Optimization

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach

Mathematics of Operations Research

Editorial: Management and decision sciences, challenge and opportunities for control and optimization applications

Automatica (Journal of IFAC)

Monte Carlo bounding techniques for determining solution quality in stochastic programs

Operations Research Letters

On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs

Proceedings of the Winter Simulation Conference

Overlapping batches for the assessment of solution quality in stochastic programs

Proceedings of the Winter Simulation Conference

Confidence Regions for Stochastic Variational Inequalities

Mathematics of Operations Research