Cited by 5
Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints

An improved averaged two-replication procedure with Latin hypercube sampling
Güzin Bayraksan
Journal  Operations Research Letters Volume 46, Issue 2 (2018), p. 173
Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis
Mike G. Tsionas, Dionisis Philippas, Constantin Zopounidis
Journal  Computational Economics Volume 62, Issue 1 (2023), p. 205
Introduction
Chao Jiang, Xu Han, Huichao Xie
Book  Springer Tracts in Mechanical Engineering (Nonlinear Interval Optimization for Uncertain Problems) (2021), p. 1
Retracted: Interval uncertain optimization of cased telescoped ammunition interior ballistics considering tolerance design
Xin‐Jia He, Xiao‐Ting Rui, Yan Wang, Chao Li
Journal  Propellants, Explosives, Pyrotechnics Volume 48, Issue 5 (2023)
Variance reduction for sequential sampling in stochastic programming
Jangho Park, Rebecca Stockbridge, Güzin Bayraksan
Journal  Annals of Operations Research Volume 300, Issue 1 (2021), p. 171