Stochastic Programming Submissions  2013
January 2013
Generating moment matching scenarios using optimization techniques
Sanjay Mehrotra, David Papp
February 2013
RiskAverse Stochastic Dual Dynamic Programming
Václav Kozmík, David P. Morton
April 2013
On Reduction of Quantile Optimization Problems with Discrete Distribution to Mixed Integer Programming Problems
Andrey Kibzun, Andrey Naumov, Vladimir Norkin
Distributionally robust multistage inventory models with moment constraints
Linwei Xin, David A. Goldberg, Alexander Shapiro
Interdiction Games on Markovian PERT Networks
Eli Gutin, Daniel Kuhn, Wolfram Wiesemann
REDUCTION OF TWOSTAGE PROBABILISTIC OPTIMIZATION PROBLEMS WITH DISCRETE DISTRIBUTION OF RANDOM DATA TO MIXED INTEGER PROGRAMMING PROBLEMS
Vladimir Norkin, Andrey Kibzun, Andrey Naumov
May 2013
Kusuoka Representations of Coherent Risk Measures in General Probability Spaces
Nilay Noyan, Gabor Rudolf
June 2013
Monte Carlo SamplingBased Methods for Stochastic Optimization
Tito HomemdeMello, Guzin Bayraksan
July 2013
Sample Average Approximation Method for Compound Stochastic Optimization Problems
Yuri Ermoliev, Vladimir Norkin
An approximation scheme for a class of riskaverse stochastic equilibrium problems
Juan Pablo Luna, Claudia Sagastizábal, Mikhail Solodov
The Extended LShaped Method for MidTerm Planning of Hydroelectricity Generation
PierreLuc Carpentier, Michel Gendreau, Fabian Bastin
An Effective Heuristic for Multistage Stochastic Linear Programming
C. BeltranRoyo, L. F. Escudero, J. F. Monge, R. E. RodriguezRavines
A scenario decomposition algorithm for 01 stochastic programs
Shabbir Ahmed
August 2013
A Short Proof of Strassen's Theorem Using Convex Analysis
Benjamin Armbruster
September 2013
Ancestral Benders' Cuts and Multiterm Disjunctions for MixedInteger Recourse Decisions in Stochastic Programming
Yunwei Qi, Suvrajeet Sen
Ambiguous Probabilistic Programs
Zhaolin Hu, Jeff L Hong, ManCho Anthony So
DataDriven Chance Constrained Stochastic Program
Ruiwei Jiang, Yongpei Guan
October 2013
Time Consistency Versus Law Invariance in Multistage Stochastic Optimization with Coherent Risk Measures: Multilevel Optimization Modeling and Computational Complexity
Jonathan Eckstein
Optimal scenario set partitioning for multistage stochastic programming with the progressive hedging algorithm
PierreLuc Carpentier, Michel Gendreau, Fabian Bastin
November 2013
Computation of Stochastic Nash Equilibrium via Variable Sample Distributed Methods
Dali Zhang, Lizhi Wang, Ming Dong
December 2013
Benders, Nested Benders and Stochastic Programming: An Intuitive Introduction
James Murphy
MemoryEfficient, FullSpace Implementation of MultiPeriod Two and MultiStage Stochastic Programming Models
Bruno Calfa
