Cited by 6,469Risk and Portfolio OptimizationAdvanced Optimization Algorithms ResearchOptimization and Mathematical Programming

Introduction to Stochastic Programming

Birge, John R., Louveaux, François·2011·Springer Series in Operations Research and Financial Engineering

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Crossref · 10.1007/978-1-4614-0237-4

Cites

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Claims other papers make about this one

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  • Stochastic optimization is a traditional technique for decision making under uncertainty.

    “A traditional technique for decision making under uncertainty is stochastic optimization (Birge & Louveaux, 2011).”

    From Prescriptive analytics: Literature review and research challenges (2020) · cites this paper as Birge & Louveaux, 2011

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Authors
Birge, J. R., & Louveaux, F.
Affiliations
University of Chicago (US)
Venue
Springer Series in Operations Research and Financial Engineering
Published
2011
ISSN
1431-8598 (ISSN-L)
OpenAlex
W1569990960
Cited by
6,469
References
0
Citations by year
2026: 216 · 2025: 262 · 2024: 298 · 2023: 261 · 2022: 271 · 2021: 357 · 2020: 358 · 2019: 347 · 2018: 346 · 2017: 332 · 2016: 291 · 2015: 328 · 2014: 341 · 2013: 297 · 2012: 286
FWCI
126.44
Type
book
Language
en
Open access
closed
Locations
  • Springer series in operations research/Springer series in operations research and financial engineering (publishedVersion)
  • Thammasat University Digital Collections (submittedVersion)
  • TU Digital Collections (Thammasat University) (submittedVersion)
  • International Linear Collider (submittedVersion)
  • Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)) (submittedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Risk and Portfolio Optimization
  • Physical Sciences › Mathematics › Numerical Analysis › Advanced Optimization Algorithms Research
  • Physical Sciences › Engineering › Control and Systems Engineering › Optimization and Mathematical Programming
Keywords
stochastic programming, uncertainty in optimization, optimal decision making, data uncertainty

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

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