Chen, Yannan; Sun, Hailin; Xu, Huifu Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems. (English) Zbl 1468.90075 Comput. Optim. Appl. 78, No. 1, 205-238 (2021). MSC: 90C17 90C59 PDF BibTeX XML Cite \textit{Y. Chen} et al., Comput. Optim. Appl. 78, No. 1, 205--238 (2021; Zbl 1468.90075) Full Text: DOI OpenURL
Perboli, Guido; Gobbato, Luca; Maggioni, Francesca A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times. (English) Zbl 1433.90143 IMA J. Manag. Math. 28, No. 1, 65-86 (2017). MSC: 90C27 90C15 PDF BibTeX XML Cite \textit{G. Perboli} et al., IMA J. Manag. Math. 28, No. 1, 65--86 (2017; Zbl 1433.90143) Full Text: DOI OpenURL
Watson, Jean-Paul; Wets, Roger J.-B.; Woodruff, David L. Scalable heuristics for a class of chance-constrained stochastic programs. (English) Zbl 1243.90166 INFORMS J. Comput. 22, No. 4, 543-554 (2010). MSC: 90C15 90C59 PDF BibTeX XML Cite \textit{J.-P. Watson} et al., INFORMS J. Comput. 22, No. 4, 543--554 (2010; Zbl 1243.90166) Full Text: DOI Link OpenURL
Pennanen, Teemu; Kallio, Markku A splitting method for stochastic programs. (English) Zbl 1122.90392 Ann. Oper. Res. 142, 259-268 (2006). MSC: 90C15 PDF BibTeX XML Cite \textit{T. Pennanen} and \textit{M. Kallio}, Ann. Oper. Res. 142, 259--268 (2006; Zbl 1122.90392) Full Text: DOI Link OpenURL
Wets, Roger J.-B. Stochastic programming models: Wait-and-see versus here-and-now. (English) Zbl 1029.90049 Greengard, Claude (ed.) et al., Decision making under uncertainty. Energy and power. IMA workshop, Minneapolis, MN, USA, July 20-24, 1999. New York, NY: Springer. IMA Vol. Math. Appl. 128, 1-15 (2002). Reviewer: Carlos Narciso Bouza Herrera (Habana) MSC: 90C15 90C90 91B28 PDF BibTeX XML Cite \textit{R. J. B. Wets}, IMA Vol. Math. Appl. 128, 1--15 (2002; Zbl 1029.90049) OpenURL
Jönsson, Henrik; Jörnsten, Kurt O.; Silver, Edward A. Application of the scenario aggregation approach to a two-stage, stochastic, common component, inventory problem with a budget constraint. (English) Zbl 0786.90016 Eur. J. Oper. Res. 68, No. 2, 196-211 (1993). MSC: 90B05 90C90 90C15 PDF BibTeX XML Cite \textit{H. Jönsson} et al., Eur. J. Oper. Res. 68, No. 2, 196--211 (1993; Zbl 0786.90016) Full Text: DOI OpenURL
Helgason, Thorkell; Wallace, Stein W. Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management. (English) Zbl 0739.90047 Ann. Oper. Res. 31, 425-444 (1991). Reviewer: L.Paditz (Dresden) MSC: 90C15 91B76 93E20 93C95 90C90 90-08 93C55 49L20 PDF BibTeX XML Cite \textit{T. Helgason} and \textit{S. W. Wallace}, Ann. Oper. Res. 31, 425--444 (1991; Zbl 0739.90047) Full Text: DOI OpenURL
Robinson, Stephen M. Extended scenario analysis. (English) Zbl 0739.90049 Ann. Oper. Res. 31, 385-397 (1991). Reviewer: E.Tamm (Tallinn) MSC: 90C15 90-08 91B28 PDF BibTeX XML Cite \textit{S. M. Robinson}, Ann. Oper. Res. 31, 385--397 (1991; Zbl 0739.90049) Full Text: DOI OpenURL