Stochastic Programming Submissions - 2009

February 2009

Risk-averse adaptive strategies for large-scale multistage stochastic linear programming
Vincent Guigues, Claudia Sagastizábal

March 2009

Exploiting Weather Forecast Information in the Operation of Integrated Energy Systems
Victor M Zavala, Emil Constantinescu, Theodore Krause, Mihai Anitescu

The Knapsack Problem With Gaussian Weights
B Fortz, M Labbe, F Louveaux, M Poss

April 2009

Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Minima
Vladislav B. Tadic

May 2009

Stochastic Nash Equilibrium Problems: Sample Average Approximation and Applications
Huifu Xu, Zhang Dali

June 2009

A Hierarchy of Bounds for Stochastic Mixed-Integer Programs
Burhaneddin Sandikci, Nan Kong, Andrew Schaefer

July 2009

Convergence and Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Extrema
Vladislav Tadic

Sample Average Approximation for Stochastic Dominance Constrained Programs
Jian Hu, Tito Homem-de-Mello , Sanjay Mehrotra

August 2009

Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
Naomi Miller, Andrzej Ruszczynski

September 2009

Necessary Optimality Conditions for two-stage Stochastic Programs with Equilibrium Constraints
Huifu Xu, Jane J. Ye

October 2009

Two-Stage Quadratic Integer Programs with Stochastic Right-Hand Sides
Osman Y Ozaltin, Oleg A Prokopyev, Andrew J Schaefer

A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation
E.M. Constantinescu, V.M. Zavala, M. Rocklin, S. Lee, M. Anitescu

Special distributions for combinatorial optimization problems with probabilistic constraints
Bernard Fortz, Michael Poss

A multi-step interior point warm-start approach for large-scale stochastic linear programming
Marco Colombo, Andreas Grothey

November 2009

Multi-Objective Stochastic Linear Programming with General form of Distributions
Vincent Charles , S.I. Ansari, M.M Khalid

December 2009

Risk-Averse Dynamic Programming for Markov Decision Processes
Andrzej Ruszczynski

Analysis of Stochastic Dual Dynamic Programming Method
Alexander Shapiro