Predictive stochastic programming

Author:

Deng Yunxiao,Sen SuvrajeetORCID

Funder

AFOSR

U.S. National Science Foundation

Office of Naval Reactors

Publisher

Springer Science and Business Media LLC

Subject

Information Systems,Management Information Systems

Reference53 articles.

1. Atakan S, Gangammanavar H, Sen S (2021) Operations planning experiments for power systems with high renewable resources. USC Epstein Dept. Working Paper

2. Ban GY, El Karoui N, Lim AEB (2019) Machine learning and portfolio optimization. Manag Sci 64:1136–1154

3. Ban GY, Rudin C (2019) The big data newsvendor: practical insights from machine learning. Manag Sci 67:90–108

4. Bayraksan G, Morton DP (2011) A sequential sampling procedure for stochastic programming. Operations Res 59(4):898–913

5. Bayraksan G, Pierre-Louis P (2012) Fixed-width sequential stopping rules for a class of stochastic programs. SIAM J Optim 22(4):1518–1548

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