The Aggregation Principle in Scenario Analysis and Stochastic Optimization

Scenarios and Policy Aggregation in Optimization Under Uncertainty

1991 • 1,280 citations

Nonanticipativity and L 1-martingales in stochastic optimization problems

1976 • 156 citations

Stability in Two-Stage Stochastic Programming

1987 • 101 citations

On stochastic programming ii: dynamic problems under risk^∗

1988 • 75 citations

Stochastic convex programming: Kuhn-Tucker conditions

1975 • 68 citations

The shadow price of information in continuous time decision problems

1987 • 43 citations

Large Scale Linear Programming Techniques in Stochastic Programming

1984 • 43 citations

Prices on Information and Stochastic Insurance Models

1985 • 2 citations