Stochastic Programming Submissions  2018
January 2018
Distributional Robustness and Regularization in Statistical Learning
Rui Gao, Xi Chen, Anton Kleywegt
Solving joint chance constrained problems using regularization and Benders' decomposition
Lukas Adam, Martin Branda, Holger Heitsch, Rene Henrion
Bicriteria Approximation of Chance Constrained Covering Problems
Weijun Xie, Shabbir Ahmed
Large neighbourhood Benders' search
Stephen Maher
Convergence Analysis of Sample Average Approximation of Twostate Stochastic Generalized Equations
Xiaojun Chen, Alexander Shapiro, Hailin Sun
Inexact cuts in Deterministic and Stochastic Dual Dynamic Programming applied to linear optimization problems
Vincent Guigues
February 2018
A deterministic algorithm for solving multistage stochastic minimax dynamic programmes
Regan Baucke, Anthony Downward, Golbon Zakeri
On the convergence of a cutting plane method for multistage stochastic programming problems with stagewise dependent price uncertainty
Anthony Downward, Oscar Dowson, Regan Baucke
Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
Alexander Shapiro
Bounds in multihorizon stochastic programs
Francesca Maggioni, Elisabetta Allevi, Asgeir Tomasgard
March 2018
On efficiency, savings, wealth transfers and riskaversion in electricity markets with uncertain supply
Ryan CoryWright, Golbon Zakeri
TwoStage Stochastic MixedInteger Linear Programming: From Scenarios to Conditional Scenarios
C. BeltranRoyo
A finite εconvergence algorithm for twostage convex 01 mixedinteger nonlinear stochastic programs with mixedinteger first and second stage variables
Can Li, Ignacio Grossmann
Scenario Reduction for RiskAverse Stochastic Programs
Sebastian Arpon, Tito HomemdeMello, Bernardo Pagnoncelli
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
Vincent Guigues
Twostage Linear Decision Rules for Multistage Stochastic Programming
Merve Bodur, James Luedtke
Hadamard Directional Differentiability of the Optimal Value of a Linear Secondorder Conic Programming Problem
Duan Qingsong , Zhang Liwei, Zhang Sainan
April 2018
An algorithm for solving infinite horizon Markov dynamic programmes
Regan Baucke
Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality
V Leclère, P Carpentier, JPh Chancelier, A Lenoir, F Pacaud
Dynamic Risked Equilibrium
Michael Ferris, Andy Philpott
May 2018
Quantitative Stability of Twostage Stochastic Linear Programs with Full Random Recourse
Jie Jiang, Zhiping Chen
KAdaptability in Stochastic Programming
Christoph Buchheim, Jonas Pruente
Coalescing Data and Decision Sciences for Analytics
Yunxiao Deng, Junyi Liu, Suvrajeet Sen
Twostage stochastic (and distributionally robust) porder conic mixed integer programs: Tight second stage formulations
Manish Bansal, Yingqiu Zhang
