Assessing solution quality in stochastic programs. - Güzin Bayraksan; David P. Morton (Math. Program., 2006)

Sequential sampling for solving stochastic programs. - Güzin Bayraksan; David P. Morton (WSC, 2007)

Reliable water supply system design under uncertainty. - Gunhui Chung; Kevin Lansey; Güzin Bayraksan (Environ. Model. Softw., 2009)

A combined deterministic and sampling-based sequential bounding method for stochastic programming. - Péguy Pierre-Louis; Güzin Bayraksan; David P. Morton (WSC, 2011)

A Sequential Sampling Procedure for Stochastic Programming. - Güzin Bayraksan; David P. Morton (Oper. Res., 2011)

Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Generalized Upper Bound Constraints. - Brian Keller; Güzin Bayraksan (INFORMS J. Comput., 2012)

Case Article - Quantifying Operational Risk in Financial Institutions. - Brian Keller; Güzin Bayraksan (INFORMS Trans. Educ., 2012)

Case - Quantifying Operational Risk in Financial Institutions. - Brian Keller; Güzin Bayraksan (INFORMS Trans. Educ., 2012)

Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs. - Güzin Bayraksan; Péguy Pierre-Louis (SIAM J. Optim., 2012)

Two-stage likelihood robust linear program with application to water allocation under uncertainty. - David Love; Güzin Bayraksan (WSC, 2013)

Reclaimed water distribution network design under temporal and spatial growth and demand uncertainties. - Weini Zhang; Gunhui Chung; Péguy Pierre-Louis; Güzin Bayraksan; Kevin Lansey (Environ. Model. Softw., 2013)

A probability metrics approach for reducing the bias of optimality gap estimators in two-stage stochastic linear programming. - Rebecca Stockbridge; Güzin Bayraksan (Math. Program., 2013)

Simulation optimization: a panel on the state of the art in research and practice. - Michael C. Fu 001; Güzin Bayraksan; Shane G. Henderson; Barry L. Nelson; Warren B. Powell; Ilya O. Ryzhov; Benjamin G. Thengvall (WSC, 2014)

Overlapping Batches for the Assessment of Solution Quality in Stochastic Programs. - David Love; Güzin Bayraksan (ACM Trans. Model. Comput. Simul., 2015)

Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming. - Rebecca Stockbridge; Güzin Bayraksan (Comput. Optim. Appl., 2016)

Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty. - Weini Zhang; Hamed Rahimian; Güzin Bayraksan (INFORMS J. Comput., 2016)

An improved averaged two-replication procedure with Latin hypercube sampling. - Güzin Bayraksan (Oper. Res. Lett., 2018)

Controlling risk and demand ambiguity in newsvendor models. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (Eur. J. Oper. Res., 2019)

Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (Math. Program., 2019)

Variance reduction for sequential sampling in stochastic programming. - Jangho Park; Rebecca Stockbridge; Güzin Bayraksan (Ann. Oper. Res., 2021)

Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance. - Hamed Rahimian; Güzin Bayraksan; Tito Homem-de-Mello (SIAM J. Optim., 2022)

A multistage distributionally robust optimization approach to water allocation under climate uncertainty. - Jangho Park; Güzin Bayraksan (Eur. J. Oper. Res., 2023)

Bounds for Multistage Mixed-Integer Distributionally Robust Optimization. - Güzin Bayraksan; Francesca Maggioni; Daniel Faccini; Ming Yang (SIAM J. Optim., 2024)

Residuals-based distributionally robust optimization with covariate information. - Rohit Kannan; Güzin Bayraksan; James R. Luedtke (Math. Program., 2024)