Stochastic Programming Submissions - 2001

February 2001

A Multi-stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty
Shabbir Ahmed, Alan J. King, Gyana Parija

On Robust Optimization of Two-Stage Systems
Samer Takriti, Shabbir Ahmed

April 2001

Decomposition Algorithms for Stochastic Programming on a Computational Grid
Jeff Linderoth, Stephen Wright

May 2001

On a new collection of stochastic linear programming test problems
K. A. Ariyawansa, Andrew J. Felt

September 2001

The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study
Bram Verweij, Shabbir Ahmed, Anton Kleywegt, George Nemhauser, Alexander Shapiro