Recent Papers on Decomposition for Stochastic Integer Programming
A Branch-and-Price Algorithm for Multi-stage
Stochastic Integer Programming with
Application to Stochastic Batch-Sizing Problems
by Guglielmo Lulli & Suvrajeet Sen
Decomposition with Branch-and-Cut Approaches for Two Stage Stochastic
Mixed-Integer Programming
by Suvrajeet Sen & Hanif D. Sherali
A Summary and Illustration of Disjunctive
Decomposition with Set Convexification
by Suvrajeet Sen, Julia L. Higle, & Lewis Ntaimo
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Recent Papers on Continuous Stochastic Programming
The Scenario Generation Algorithm for Multi-Stage Stochastic Linear
Programming
by M. Casey & Suvrajeet Sen
Duality for Multi-StageConvex Sochastic Programs
by Julia L. Higle & Suvrajeet Sen
Stochastic Scenario Decomposition for Multi-stage Stochastic Programs
by Julia L. Higle, Brenda Rayco, & Suvrajeet Sen
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Recent Papers on Applied Stochastic Programming
The RAPTOR-DASH Model for Power Portfolio Optimization
by Suvrajeet Sen, Lihua Yu, & Talat Genc
Stochastic Batch-Sizing Problems: Models & Algorithms
by Gugliemo Lulli & Suvrajeet Sen
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