MSLiP
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Cited in
(only showing first 100 items - show all)- scientific article; zbMATH DE number 5007553 (Why is no real title available?)
- Second-order scenario approximation and refinement in optimization under uncertainty
- Formulation of the Russell-Yasuda Kasai financial planning model
- scientific article; zbMATH DE number 2092610 (Why is no real title available?)
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- PySP: modeling and solving stochastic programs in Python
- Re-solving stochastic programming models for airline revenue management
- Solving multi-stage stochastic in-house production and outsourcing planning by two-level decomposition
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
- Efficient management of multiple sets to extract complex structures from mathematical programs
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Improving aggregation bounds for two-stage stochastic programs
- scientific article; zbMATH DE number 1487892 (Why is no real title available?)
- scientific article; zbMATH DE number 1187196 (Why is no real title available?)
- A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition
- Quantified linear programs: a computational study
- StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
- Postoptimality for multistage stochastic linear programs
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
- scientific article; zbMATH DE number 679873 (Why is no real title available?)
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Solving multistage stochastic network programs on massively prallel computers
- Multi-period stochastic portfolio optimization: block-separable decomposition
- Modeling support for multistage recourse problems
- Multistage stochastic programming: Error analysis for the convex case
- Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
- Modelling and analysis of multistage stochastic programming problems: A software environment
- On bridging the gap between stochastic integer programming and MIP solver technologies
- An XML-based schema for stochastic programs
- Cut sharing for multistage stochastic linear programs with interstage dependency
- Stochastic modeling in economics and finance.
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Financial planning via multi-stage stochastic optimization.
- scientific article; zbMATH DE number 1724440 (Why is no real title available?)
- Accelerating techniques on nested decomposition
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Risk-averse two-stage stochastic programming with an application to disaster management
- Adaptive discretization of convex multistage stochastic programs
- The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
- Optimal Flows in Stochastic Dynamic Networks with Congestion
- Scenario formulation in an algebraic modelling language
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- WARSYP: A robust modeling approach for water resources system planning under uncertainty
- Strategic financial risk management and operations research
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
- On solving stochastic production planning problems via scenario modelling
- A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- Dynamic stochastic programming for asset-liability management
- ARfit
- CMIT
- EMP
- SQG
- CORO
- EVPI
- SLP-IOR
- LPFORM
- HOPDM
- OBOE
- AIMMS
- APLEpy
- SMPS reader
- SAMPLE
- ACCPM
- StAMPL
- FortSP
- POSTS
- SLPTESTSET
- FortMP
- OSL
- SUTIL
- Xerces
- Portfolio Safeguard
- A stochastic integer programming approach to solving a synchronous optical network ring design problem
- POWDer
- SDDP
- StOpt
- StochDynamicProgramming.jl
- StructDualDynProg.jl
- StoDCuP
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control
- Stochastic programming with simple integer recourse
- A stochastic programming model for funding single premium deferred annuities
- scientific article; zbMATH DE number 5007547 (Why is no real title available?)
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A model for strategic planning under uncertainty
- scientific article; zbMATH DE number 1187213 (Why is no real title available?)
- scientific article; zbMATH DE number 1187214 (Why is no real title available?)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty
- Parallelization and aggregation of nested Benders decomposition
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- On the formulation of stochastic linear programs using algebraic modelling languages
- Nested Benders decomposition and dynamic programming for reservoir optimisation
- Hierarchical benders decomposition for open-pit mine block sequencing
- Sequential importance sampling algorithms for dynamic stochastic programming
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