Stochastic Programming Submissions  2010
January 2010
Fenchel Decomposition for Stochastic MixedInteger Programming
Lewis Ntaimo
February 2010
A comparison of samplebased Stochastic Optimal Control methods
Pierre Girardeau
March 2010
Stability Analysis of Two Stage Stochastic Mathematical Programs with Complementarity Constraints via NLPRegularization
Yongchao Liu, Huifu Xu, GuiHua Lin
Kusuoka Representation of Higher Order Dual Risk Measures
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczynski
April 2010
A decompositionbased warmstart method for stochastic programming
Marco Colombo, Andreas Grothey
Convex approximations in stochastic programming by semidefinite programming
István Deák, Imre Pólik, András Prékopa, Tamás Terlaky
Mathematical Programming Approaches for Generating pEfficient Points
Miguel Lejeune, Nilay Noyan
May 2010
A preconditioning technique for Schur complement systems arising in stochastic optimization
Cosmin Petra, Mihai Anitescu
Models and Formulations for Multivariate Dominance Constrained Stochastic Programs
Benjamin Armbruster, James Luedtke
On mixed integer reformulations of monotonic probabilistic programming problems with discrete distributions
Vladimir Norkin
July 2010
Multistage Stochastic Linear Programming: Scenarios Versus Events
C. BeltranRoyo, L. F. Escudero, R. E. RodriguezRavines
August 2010
PatternBased Modeling and Solution of Probabilistically Constrained Optimization Problems
Miguel Lejeune
Scenario decomposition of riskaverse multistage stochastic programming problems
Ricardo A. Collado, David Papp, Andrzej Ruszczyński
September 2010
PySP: Modeling and Solving Stochastic Programs in Python
JeanPaul Watson, David Woodruff, William Hart
Inexact Bundle Methods for TwoStage Stochastic Programming
Welington Oliveira, Claudia Sagastizábal, Susana Scheimberg
Convex duality in stochastic programming and mathematical finance
Teemu Pennanen
October 2010
Samplingbased decomposition methods for riskaverse multistage stochastic programs
Vincent Guigues, Werner Römisch
On the parallel solution of dense saddlepoint linear systems arising in stochastic programming
Miles Lubin, Cosmin Petra, Mihai Anitescu
November 2010
An Effective Cost Lower Bound for Multistage Stochastic Linear Programming
C. BeltranRoyo, L. F. Escudero, R. E. RodriguezRavines
December 2010
On the economic interpretation of time consistent dynamic stochastic programming problems
Birgit Rudloff, Alexandre Street, Davi Valladăo
Dynamic sampling algorithms for multistage stochastic programs with risk aversion
Andy Philpott, Vitor de Matos
