scientific article; zbMATH DE number 995813
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- Gradient formulae for probability functions depending on a heterogenous family of constraints
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- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A chance constrained recourse approach for the portfolio selection problem
- Eventual convexity of probability constraints with elliptical distributions
- A composite risk measure framework for decision making under uncertainty
- A class of multiattribute utility functions
- Probabilistic linearly constrained programming problems with lognormal random variables.
- Computational complexity of stochastic programming problems
- Improved approximations for two-stage MIN-cut and shortest path problems under uncertainty
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