Volume 191, Issue 1

Search all Mathematical Programming articles

January 2022

Special Issue: Topics in Stochastic Programming

Issue Editors:

Tito Homem-de-Mello,
Miloš Kopa,
David P. Morton

14 articles in this issue

Special Issue: Topics in Stochastic Programming
Tito Homem-de-Mello
Miloš Kopa
David P. Morton
Preface 06 January 2022 Pages: 1 - 5
Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
Nilay Noyan
Merve Meraklı
Simge Küçükyavuz
Full Length Paper 16 February 2019 Pages: 7 - 45
Quantitative stability analysis for minimax distributionally robust risk optimization
Alois Pichler
Huifu Xu
Full Length Paper 03 November 2018 Pages: 47 - 77
Optimized Bonferroni approximations of distributionally robust joint chance constraints
Weijun Xie
Shabbir Ahmed
Ruiwei Jiang
Full Length Paper 05 November 2019 Pages: 79 - 112
Process-based risk measures and risk-averse control of discrete-time systems
Jingnan Fan
Andrzej Ruszczyński
Full Length Paper 03 November 2018 Pages: 113 - 140
Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
Jamie Fairbrother
Amanda Turner
Stein W. Wallace
Full Length Paper Open access 26 November 2019 Pages: 141 - 182
Problem-based optimal scenario generation and reduction in stochastic programming
R. Henrion
W. Römisch
Full Length Paper 04 October 2018 Pages: 183 - 205
Scenario reduction revisited: fundamental limits and guarantees
Napat Rujeerapaiboon
Kilian Schindler
Wolfram Wiesemann
Full Length Paper 06 April 2018 Pages: 207 - 242
Risk and complexity in scenario optimization
S. Garatti
M. C. Campi
Full Length Paper 20 November 2019 Pages: 243 - 279
Asymptotic behavior of solutions: An application to stochastic NLP
Arnab Sur
John R. Birge
Full Length Paper 18 August 2020 Pages: 281 - 306
On rates of convergence for sample average approximations in the almost sure sense and in mean
Dirk Banholzer
Jörg Fliege
Ralf Werner
Full Length Paper Open access 04 May 2019 Pages: 307 - 345
Two-stage linear decision rules for multi-stage stochastic programming
Merve Bodur
James R. Luedtke
Full Length Paper 15 October 2018 Pages: 347 - 380
A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs
Leonardo Lozano
J. Cole Smith
Full Length Paper 16 August 2018 Pages: 381 - 404
Nonlinear chance-constrained problems with applications to hydro scheduling
Andrea Lodi
Enrico Malaguti
Dimitri Thomopulos
Full Length Paper 14 November 2019 Pages: 405 - 444

Volume 191, Issue 1

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