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Stochastic scenario decomposition for multistage stochastic programs
Higle, Julia L.; Rayco, Brenda; Sen, Suvrajeet - In: IMA journal of management mathematics 21 (2010) 1, pp. 39-66
Persistent link: https://www.econbiz.de/10003984204
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A computational study of the cutting plane tree algorithm for general mixed-integer linear programs
Chen, Binyuan; Küçükyavuz, Simge; Sen, Suvrajeet - In: Operations research letters 40 (2012) 1, pp. 15-19
Persistent link: https://www.econbiz.de/10009503775
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Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.; Reynolds, Stanley S.; Sen, Suvrajeet - In: Journal of economic dynamics & control 31 (2007) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
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A comparative study of decomposition algorithms for stochastic combinatorial optimization
Ntaimo, Lewis; Sen, Suvrajeet - In: Computational optimization and applications : an … 40 (2008) 3, pp. 299-319
Persistent link: https://www.econbiz.de/10003746228
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A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs
Atakan, Semih; Sen, Suvrajeet - In: Computational Management Science : CMS 15 (2018) 3/4, pp. 501-540
Persistent link: https://www.econbiz.de/10011922992
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Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet; Liu, Yifan - In: Operations research 64 (2016) 6, pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
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Stochastic decomposition and extensions
Sen, Suvrajeet; Zhou, Zhihong; Huang, Kai - In: Stochastic programming : the state of the art ; in …, (pp. 57-66). 2011
Persistent link: https://www.econbiz.de/10008798669
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Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem
Xu, Jiajun; Sen, Suvrajeet - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 587-599
Persistent link: https://www.econbiz.de/10014532313
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Predictive stochastic programming
Deng, Yunxiao; Sen, Suvrajeet - In: Computational management science 19 (2022) 1, pp. 65-98
Persistent link: https://www.econbiz.de/10012817294
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Coupled learning enabled stochastic programming with endogenous uncertainty
Liu, Junyi; Li, Guangyu; Sen, Suvrajeet - In: Mathematics of operations research 47 (2022) 2, pp. 1681-1705
Persistent link: https://www.econbiz.de/10013365344