Postoptimality for multistage stochastic linear programs
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Cites work
- scientific article; zbMATH DE number 3724209 (Why is no real title available?)
- Formulation of the Russell-Yasuda Kasai financial planning model
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Multi-stage stochastic linear programs for portfolio optimization
- Scenario optimization
- Stability and sensitivity-analysis for stochastic programming
- Stability in multistage stochastic programming
- Stochastic network optimization models for investment planning
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
Cited in
(13)- Post-tax optimization with stochastic programming
- Scenario-based stochastic programs: Resistance with respect to sample
- From data to model and back to data: A bond portfolio management problem
- Applications of stochastic programming under incomplete information
- Structure of risk-averse multistage stochastic programs
- Risk objectives in two-stage stochastic programming models
- Testing the structure of multistage stochastic programs
- A robust posterior preference multi-response optimization approach in multistage processes
- Applications of stochastic programming: Achievements and questions
- A heuristic procedure for stochastic integer programs with complete recourse
- Horizon and stages in applications of stochastic programming in finance
- The airline long-haul fleet planning problem: the case of TAP service to/from Brazil
- Postoptimality for mean-risk stochastic mixed-integer programs and its application
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