Optimization Online


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 Two-state 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

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