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Stochastic programming

About: Stochastic programming is a research topic. Over the lifetime, 12343 publications have been published within this topic receiving 421049 citations.


Papers
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Journal ArticleDOI
TL;DR: The main focus will be on the different approaches to perform robust optimization in practice including the methods of mathematical programming, deterministic nonlinear optimization, and direct search methods such as stochastic approximation and evolutionary computation.

1,435 citations

Journal ArticleDOI
TL;DR: In this paper, the optimal behavior of a single dealer who is faced with a stochastic demand to trade (modeled by a continuous time Poisson jump process) and facing return risk on his stock and on the rest of his portfolio was examined.

1,416 citations

Journal Article

1,389 citations

Journal ArticleDOI
TL;DR: An efficient optimization method called 'Teaching-Learning-Based Optimization (TLBO)' is proposed in this paper for large scale non-linear optimization problems for finding the global solutions.

1,359 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023175
2022423
2021526
2020598
2019578
2018532