MSLiP
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Cited in
(only showing first 100 items - show all)- Adaptive discretization of convex multistage stochastic programs
- An XML-based schema for stochastic programs
- Multistage stochastic programming with fuzzy probability distribution
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
- Dynamic stochastic programming for asset-liability management
- Parallelization and aggregation of nested Benders decomposition
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
- Strategic financial risk management and operations research
- Accelerating the regularized decomposition method for two stage stochastic linear problems
- Modelling and analysis of multistage stochastic programming problems: A software environment
- ARfit
- CMIT
- Improving aggregation bounds for two-stage stochastic programs
- Stochastic programming with simple integer recourse
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- Benders-squared
- A stochastic programming model for funding single premium deferred annuities
- SLP-IOR: An interactive model management system for stochastic linear programs
- Cut sharing for multistage stochastic linear programs with interstage dependency
- Barycentric scenario trees in convex multistage stochastic programming
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- SQG
- A model for strategic planning under uncertainty
- A Gaussian upper bound for Gaussian multi-stage stochastic linear programs
- EMP
- Stochastic modeling in economics and finance.
- Financial planning via multi-stage stochastic optimization.
- CORO
- SLP-IOR
- EVPI
- LPFORM
- WARSYP: A robust modeling approach for water resources system planning under uncertainty
- HOPDM
- OBOE
- SMPS reader
- AIMMS
- APLEpy
- Risk-averse two-stage stochastic programming with an application to disaster management
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- Parallel decomposition of multistage stochastic programming problems
- Schumann, a modeling framework for supply chain management under uncertainty
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
- EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
- SAMPLE
- StAMPL
- ACCPM
- Postoptimality for multistage stochastic linear programs
- Models and model value in stochastic programming
- Scenario formulation in an algebraic modelling language
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- On the formulation of stochastic linear programs using algebraic modelling languages
- Second-order scenario approximation and refinement in optimization under uncertainty
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- Solving multistage stochastic network programs on massively prallel computers
- On solving stochastic production planning problems via scenario modelling
- Re-solving stochastic programming models for airline revenue management
- POSTS
- SLPTESTSET
- FortSP
- Computational solution of capacity planning models under uncertainty
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
- FortMP
- Two-stage linear decision rules for multi-stage stochastic programming
- OSL
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- Locating hybrid fuel cell-turbine power generation units under uncertainty
- PySP: modeling and solving stochastic programs in Python
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- SUTIL
- Medium term scheduling of a hydro-thermal system using stochastic model predictive control
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Multi-period stochastic portfolio optimization: block-separable decomposition
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
- On stages and consistency checks in stochastic programming
- Xerces
- A management system for decompositions in stochastic programming
- Some insights into the solution algorithms for SLP problems
- Sequential importance sampling algorithms for dynamic stochastic programming
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- Portfolio Safeguard
- Asset and liability management: Recent advances
- Algorithmic implications of duality in stochastic programs.
- Hierarchical sparsity in multistage stochastic programs
- Formulation of the Russell-Yasuda Kasai financial planning model
- scientific article; zbMATH DE number 1724440 (Why is no real title available?)
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- Hierarchical benders decomposition for open-pit mine block sequencing
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- On bridging the gap between stochastic integer programming and MIP solver technologies
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
- StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
- Risk-averse optimization in two-stage stochastic models: computational aspects and a study
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- A scenario tree-based decomposition for solving multistage stochastic programs. With application in energy production.
- Quantified linear programs: a computational study
- Nested Benders decomposition and dynamic programming for reservoir optimisation
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