Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
Published Online:29 Aug 2016https://doi.org/10.1287/opre.2016.1526
Supplemental Material
opre.2016.1526-sm.pdf (660 KB)
- Cited by
- European Journal of Operational Research, Vol. 191
- 23 May 2026 | Mathematical Programming Computation, Vol. 106
- 2 March 2026 | Mathematical Programming, Vol. 28
- 30 December 2022 | Energy Systems, Vol. 16, No. 1
- 7 December 2023 | INFORMS Journal on Computing, Vol. 36, No. 2
- Distribution-free algorithms for predictive stochastic programming in the presence of streaming data22 September 2023 | Computational Optimization and Applications, Vol. 87, No. 2
- 28 June 2022 | Operations Research, Vol. 71, No. 5
- Computers & Operations Research, Vol. 153
- European Journal of Operational Research, Vol. 302, No. 1
- 8 August 2022 | SIAM Journal on Optimization, Vol. 32, No. 3
- IEEE Transactions on Control of Network Systems, Vol. 9, No. 2
- 10 November 2021 | Mathematics of Operations Research, Vol. 47, No. 2
- 24 January 2022 | SIAM Journal on Optimization, Vol. 32, No. 1
- 21 August 2021 | SN Computer Science, Vol. 2, No. 6
- 11 January 2021 | Annals of Operations Research, Vol. 300, No. 1
- 28 May 2020 | INFORMS Journal on Computing, Vol. 33, No. 1
- 30 March 2021 | SIAM Journal on Optimization, Vol. 31, No. 1
- 24 August 2021 | SIAM Journal on Optimization, Vol. 31, No. 3
- Journal of Power Sources, Vol. 476
- 30 November 2019 | Annals of Operations Research, Vol. 292, No. 1
- 3 March 2020 | SIAM Journal on Optimization, Vol. 30, No. 1
- 9 July 2019 | Journal of Optimization Theory and Applications, Vol. 183, No. 1
- 23 July 2019 | International conference KNOWLEDGE-BASED ORGANIZATION, Vol. 25, No. 3
- European Journal of Operational Research, Vol. 274, No. 2
- IEEE Transactions on Smart Grid, Vol. 10, No. 1
- IEEE Transactions on Smart Grid, Vol. 9, No. 4
- Operations Research Letters, Vol. 46, No. 2
- 28 February 2017 | INFORMS Journal on Computing, Vol. 29, No. 2
Volume 64, Issue 6
November-December 2016
Pages ii-iii, 1177-1565
Article Information
Supplemental Material
Metrics
Information
- Received:March 01, 2014
- Accepted:May 01, 2016
- Published Online:August 29, 2016
Copyright © 2016, INFORMS
Cite as
Suvrajeet Sen, Yifan Liu (2016) Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction. Operations Research 64(6):1422-1437.
https://doi.org/10.1287/opre.2016.1526
Keywords
