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A scenario generation-based lower bounding approach for stochastic scheduling problems
Liao, L.; Sarin, S C.; Sherali, H. D. - In: Journal of the Operational Research Society : OR 63 (2012) 10, pp. 1410-1420
Persistent link: https://www.econbiz.de/10009666801
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Minimizing conditional-value-at-risk for stochastic scheduling problems
Sarin, Subhash Chander; Sherali, Hanif D.; Liao, Lingrui - In: Journal of scheduling 17 (2014) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10010252032
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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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On synchronous, asynchronous, and randomized best-response schemes for stochastic nash games
Lei, Jinlong; Shanbhag, Uday V.; Pang, Jong-shi; Sen, … - In: Mathematics of operations research 45 (2020) 1, pp. 157-190
Persistent link: https://www.econbiz.de/10012183026
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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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Enhancements of two-stage stochastic decomposition
Sen, Suvrajeet; Zhou, Zhihong; Huang, Kai - In: Computers & operations research : and their … 36 (2009) 8, pp. 2434-2439
Persistent link: https://www.econbiz.de/10003828610
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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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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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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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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