The stochastic programming heritage of Maarten van der Vlerk

DOI10.1007/s10287-018-0335-8zbMath1483.90012OpenAlexW2891162795MaRDI QIDQ1989718

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Publication date: 29 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-018-0335-8

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

Cites Work

• Total variation bounds on the expectation of periodic functions with applications to recourse approximations
• Collective adjustment of pension rights in ALM models
• Integrated chance constraints: reduced forms and an algorithm
• A two-stage model for a day-ahead paratransit planning problem
• Modelling aspects of distributed processing in telecommunication networks
• Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
• Stochastic programming with simple integer recourse
• Convex approximations for complete integer recourse models
• On the convex hull of the simple integer recourse objective function
• An algorithm for the construction of convex hulls in simple integer recourse programming
• Convex approximations for a class of mixed-integer recourse models
• Exact solutions to a class of stochastic generalized assignment problems
• Simple integer recourse models: convexity and convex approximations
• Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound
• Assessing the Quality of Convex Approximations for Two-Stage Totally Unimodular Integer Recourse Models
• A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound

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