Stochastic Programming Resources

People

• Shabbir Ahmed.
• John Birge.
• Julie Higle.
• Patrick Jaillet.
• Alan King.
• Francois Louveaux.
• David Morton.
• John Mulvey.
• Warren Powell.
• Andrzej Ruszczynski.
• Suvrajeet Sen.
• Alexander Shapiro.
• Maarten van der Vleck.
• Stein Wallace.
• Stavros Zenios.
• William Ziemba.

Papers

• Stochastic programming with simple integer recourse by Louveaux and van der Vleck.
• A priori solution of a traveling salesman problem in which a random subset of the customers are visited by Patrick Jaillet.
• Stochastic and dynamic networks and routing, by Warren Powell, Patrick Jaillet, and Amadeo Odoni, Handbook in Operations Research and Management Science, Vol. 4, Networks, (M.O. Ball, T.L. Magnanti, C.L. Monma and G.L. Nemhauser, eds.), pp. 141-295, 1995.
• Papers to be presented by the students.

Other online resources

• Stochastic programming community home page.
• Stochastic programming bibliography.
• Stochastic programming links by Shabbir Ahmed.