SLP-IOR: An interactive model management system for stochastic linear programs
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Publication:1363427
DOI10.1007/BF02592153zbMATH Open0874.90148OpenAlexW2095046699MaRDI QIDQ1363427FDOQ1363427
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02592153
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Cites Work
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Cited In (13)
- Modeling support for multistage recourse problems
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- Integrated chance constraints: reduced forms and an algorithm
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
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- Some insights into the solution algorithms for SLP problems
- On multiple simple recourse models
- A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
- A management system for decompositions in stochastic programming
- An ALM model for pension funds using integrated chance constraints
- Nonsmooth-optimization methods in problems of stochastic programming
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Uses Software
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