The following pages link to MSLiP (Q14149):
Displayed 50 items.
- Computational solution of capacity planning models under uncertainty (Q1978668) (← links)
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model (Q1978669) (← links)
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs (Q2063190) (← links)
- Two-stage linear decision rules for multi-stage stochastic programming (Q2118081) (← links)
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty (Q2189937) (← links)
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
- Locating hybrid fuel cell-turbine power generation units under uncertainty (Q2386674) (← links)
- PySP: modeling and solving stochastic programs in Python (Q2392659) (← links)
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition (Q2392864) (← links)
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control (Q2440769) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty (Q2484354) (← links)
- On stages and consistency checks in stochastic programming (Q2488220) (← links)
- A management system for decompositions in stochastic programming (Q2507408) (← links)
- Some insights into the solution algorithms for SLP problems (Q2507411) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- (Q2702489) (← links)
- (Q2712828) (← links)
- (Q2752043) (← links)
- Formulation of the Russell-Yasuda Kasai Financial Planning Model (Q2770090) (← links)
- (Q2782514) (← links)
- On a distributed implementation of a decomposition method for multistage linear stochastic programs (Q2785399) (← links)
- Hierarchical Benders Decomposition for Open-Pit Mine Block Sequencing (Q2830758) (← links)
- Decomposition Algorithms for Risk-Averse Multistage Stochastic Programs with Application to Water Allocation under Uncertainty (Q2830943) (← links)
- On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies (Q2890409) (← links)
- Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems (Q2892332) (← links)
- StAMPL: A Filtration-Oriented Modeling Tool for Multistage Stochastic Recourse Problems (Q2901063) (← links)
- Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study (Q2954375) (← links)
- (Q3065430) (← links)
- Quantified Linear Programs: A Computational Study (Q3092229) (← links)
- Nested Benders decomposition and dynamic programming for reservoir optimisation (Q3157351) (← links)
- (Q3372251) (← links)
- (Q3372253) (← links)
- (Q3372262) (← links)
- (Q3415352) (← links)
- Extending algebraic modelling languages to support algorithm development for solving stochastic programming models (Q3534989) (← links)
- Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees (Q3628661) (← links)
- (Q3645266) (← links)
- (Q3840402) (← links)
- (Q3840422) (← links)
- (Q3840423) (← links)
- (Q4251870) (← links)
- Multistage stochastic programming: Error analysis for the convex case (Q4289820) (← links)
- (Q4311921) (← links)
- (Q4313010) (← links)
- (Q4394591) (← links)
- Test problems in stochastic multistage programming (Q4484946) (← links)
- (Q4494422) (← links)
- L-SHAPED DECOMPOSITION METHOD FOR MULTI-STAGE STOCHASTIC CONCENTRATOR LOCATION PROBLEM (Q4538184) (← links)