Optimization Online


Stochastic Programming Submissions - 2006

January 2006

Stochastic Programming Approach to Optimization under Uncertainty
Alexander Shapiro

February 2006

Reformulation and Sampling to Solve a Stochastic Network Interdiction Problem
Udom Janjarassuk, Jeff Linderoth

Smooth minimization of two-stage stochastic linear programs
Shabbir Ahmed

April 2006

On Rates of Convergence for Stochastic Optimization Problems Under Non-I.I.D. Sampling
Tito Homem-de-Mello

May 2006

Totally Unimodular Stochastic Programs
Nan Kong, Andrew Schaefer, Shabbir Ahmed

Valid Inequalities and Restrictions for Stochastic Programming Problems with First Order Stochastic Dominance Constraints
Nilay Noyan, Andrzej Ruszczynski

July 2006

On complexity of Shmoys - Swamy class of two-stage linear stochastic programming problems
Arkadi Nemirovski, Alexander Shapiro

August 2006

Step decision rules for multistage stochastic programming: a heuristic approach
Julien Thénié, Jean-Philippe Vial

September 2006

Cutting planes for multi-stage stochastic integer programs
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser

Polynomial time algorithms for stochastic uncapacitated lot-sizing problems
Yongpei Guan, Andrew Miller

October 2006

Asymptotics of minimax stochastic programs
Alexander Shapiro

December 2006

StAMPL: A Filtration-Oriented Modeling Tool for Stochastic Programming
Robert Fourer, Leo Lopes

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