Convergence theory for nonconvex stochastic programming with an application to mixed logit Fabian BastinCinzia CirilloPhilippe L. Toint OriginalPaper 25 April 2006 Pages: 207 - 234
Strong Formulations of Robust Mixed 0–1 Programming Alper Atamtürk OriginalPaper 25 April 2006 Pages: 235 - 250
Persistence in discrete optimization under data uncertainty Dimitris BertsimasKarthik NatarajanChung-Piaw Teo OriginalPaper 25 April 2006 Pages: 251 - 274
Two-stage integer programs with stochastic right-hand sides: a superadditive dual approach Nan KongAndrew J. SchaeferBrady Hunsaker OriginalPaper 02 June 2006 Pages: 275 - 296
Inverse stochastic dominance constraints and rank dependent expected utility theory Darinka DentchevaAndrzej Ruszczyński OriginalPaper 25 April 2006 Pages: 297 - 311
Unit commitment in electricity pool markets Andy PhilpottRüdiger Schultz OriginalPaper 25 April 2006 Pages: 313 - 337
Subdifferential representations of risk measures Georg Ch. Pflug OriginalPaper 02 June 2006 Pages: 339 - 354
A Class of stochastic programs with decision dependent uncertainty Vikas GoelIgnacio E. Grossmann OriginalPaper 25 April 2006 Pages: 355 - 394
Solving a class of stochastic mixed-integer programs with branch and price Eduardo F. SilvaR. Kevin Wood OriginalPaper 25 April 2006 Pages: 395 - 418
Mean and variance of waiting time and their optimization for alternating traffic control systems Hideaki YamashitaYo IshizukaShigemichi Suzuki OriginalPaper 02 June 2006 Pages: 419 - 433
Simple integer recourse models: convexity and convex approximations Willem K. Klein HaneveldLeen StougieMaarten H. van der Vlerk OriginalPaper 25 April 2006 Pages: 435 - 473
New global optima results for the Kauffman NK model: handling dependency Hemanshu KaulSheldon H. Jacobson OriginalPaper 25 April 2006 Pages: 475 - 494
Assessing solution quality in stochastic programs Güzin BayraksanDavid P. Morton OriginalPaper 25 April 2006 Pages: 495 - 514
Optimality conditions in portfolio analysis with general deviation measures R. Tyrrell RockafellarStan UryasevMichael Zabarankin OriginalPaper 25 April 2006 Pages: 515 - 540
Portfolio construction based on stochastic dominance and target return distributions Diana RomanKen Darby-DowmanGautam Mitra OriginalPaper 25 April 2006 Pages: 541 - 569
Solving multistage asset investment problems by the sample average approximation method Jörgen BlomvallAlexander Shapiro OriginalPaper 02 June 2006 Pages: 571 - 595
On solving discrete two-stage stochastic programs having mixed-integer first- and second-stage variables Hanif D. SheraliXiaomei Zhu OriginalPaper 02 June 2006 Pages: 597 - 616
A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs Myun-Seok CheonShabbir AhmedFaiz Al-Khayyal OriginalPaper 25 April 2006 Pages: 617 - 634