Applications of Stochastic Programming
By Stein W. Wallace, William T. Ziemba. 2005
341 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d50522b4176ffcc4104debeedcd37e9b18765252
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
- Jean-Paul Watson
- Vaishak Belle
- Louis Wehenkel
- Kristian Kersting
- Damien Ernst
- Shmuel S. Oren
- Anthony Papavasiliou
- David L. Woodruff
In Management Science and Operations Research
- Jean-Paul Watson
- David L. Woodruff
- Vaishak Belle
- Louis Wehenkel
- Kristian Kersting
- Damien Ernst
- Shmuel S. Oren
- Martin Mladenov
In Statistics and Probability
- Louis Wehenkel
- Damien Ernst
- Jean-Paul Watson
- Vaishak Belle
- Kristian Kersting
- Shmuel S. Oren
- Boris Defourny
- Anthony Papavasiliou
Citations in the corpus
- The Symbolic Interior Point Method (2016, background): “For example, (Fourer, Gay, and Kernighan 1993; Wallace and Ziemba 2005) are interested in intuitive modeling languages for optimization, and allow sets of objects to index LP variables.”
- Multistage Stochastic Programming: A Scenario Tree Based Approach to Planning under Uncertainty (2011, background): “Problems where this situation arises include capacity planning , production planning, transportation and logistics, financial management, and others (Wallace & Ziemba, 2005).”
- Large-Scale Integration of Deferrable Demand and Renewable Energy Sources (2014, methodology): “This problem has been addressed in a static (single-period) setting by Chao and Wilson [39], Oren, Smith and Wilson [40] and Gedra and Varaiya [41].”
- Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems (2011, background): “Many planning problems are effectively modeled as multi-stage stochastic programs (Birge and Louveaux 1997; Hochreiter and Pflug 2009; Kall and Wallace 1994; Wallace and Ziemba 2005).”
- Measuring and maximizing resilience of freight transportation networks (2012, background): “See (Wallace and Ziemba, 2005) for a review of stochastic programming applications.”