Stochastic Programming Submissions  2011
January 2011
Minimax and risk averse multistage stochastic programming
Alexander Shapiro
On the economic interpretation of time consistent dynamic stochastic programming problems
Birgit Rudloff, Alexandre Street, Davi Valladão
February 2011
Stochastic Variational Inequalities:Residual Minimization Smoothing/Sample Average approximations
Xiaojun Chen, Roger Wets, Yanfang Zhang
Mean and covariance matrix adaptive estimation for a weakly stationary process
Vincent Guigues
March 2011
SDDP for some interstage dependent risk averse problems and application to hydrothermal planning
Vincent Guigues
April 2011
A MatrixFree Approach For Solving The Gaussian Process Maximum Likelihood Problem
Mihai Anitescu, Jie Chen, Lei Wang
Scalable Stochastic Optimization of Complex Energy Systems
Miles Lubin, Cosmin Petra, Mihai Anitescu, Victor Zavala
May 2011
Stochastic programs without duality gaps
Teemu Pennanen, AriPekka Perkki\
A BranchandCut Decomposition Algorithm for Solving General ChanceConstrained Mathematical Programs
James Luedtke
Distributionally robust workforce scheduling in call centers with uncertain arrival rates
Shuangqing Liao, Christian van Delft, JeanPhilippe Vial
June 2011
Distribution of the Optimal Value of a Stochastic Mixed ZeroOne Linear Optimization Problem under Objective Uncertainty
Karthik Natarajan, ChungPiaw Teo, Zhichao Zheng
Convex relaxations of chance constrained optimization problems
Shabbir Ahmed
July 2011
The optimal harvesting problem with price uncertainty
Bernardo Pagnoncelli, Adriana Piazza
Probabilistic Set Covering with Correlations
Shabbir Ahmed, Dimitri Papageorgiou
August 2011
Decision Making under Uncertainty when Preference Information is Incomplete
Benjamin Armbruster, Erick Delage
Sell or Hold: a simple twostage stochastic combinatorial optimization problem
Qie He, Shabbir Ahmed, George L. Nemhauser
September 2011
On Kusuoka representation of law invariant risk measures
Alexander Shapiro
A copulabased heuristic for scenario generation
Michal Kaut
Exploiting structure of autoregressive processes in riskaverse multistage stochastic linear programs
Vincent Guigues, Claudia Sagastizábal
Branchandcut Approaches for Chanceconstrained Formulations of Reliable Network Design Problems
Yongjia Song, James Luedtke
October 2011
HigherOrder Confidence Intervals for Stochastic Programming using Bootstrapping
Mihai Anitescu, Petra Cosmin
November 2011
On the Geometry of Acceptability Functionals
Alois Pichler
Multistage Optimization
Alois Pichler, Georg Ch Pflug
