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Scenario grouping and decomposition algorithms for chance-constrained programs
Deng, Yan; Jia, Huiwen; Ahmed, Shabbir; Lee, Jon; Shen, … - In: INFORMS journal on computing : JOC 33 (2021) 2, pp. 757-773
Persistent link: https://www.econbiz.de/10012546216
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Risk-averse shortest path interdiction
Song, Yongjia; Shen, Siqian - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 527-539
Persistent link: https://www.econbiz.de/10011539013
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Chance-constrained programming models and approximations for general stochastic bottleneck spanning tree problems
Shen, Siqian; Kurt, Murat; Wang, Jue - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 301-316
Persistent link: https://www.econbiz.de/10011291308
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Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan; Ahmed, Shabbir; Shen, Siqian - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
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Chance-constrained surgery planning under conditions of limited and ambiguous data
Deng, Yan; Shen, Siqian; Denton, Brian T. - In: INFORMS journal on computing : JOC 31 (2019) 3, pp. 559-575
Persistent link: https://www.econbiz.de/10012061807