scientific article; zbMATH DE number 3169929

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Control of economic systems under the process of data improvement
Sublinear upper bounds for stochastic programs with recourse
A numerical method for solving stochastic programming problems with moment constraints on a distribution function
Investments in stochastic maximum flow networks
Certainty equivalents and information measures: Duality and extremal principles
A recourse certainty equivalent for decisions under uncertainty
An exact penalty algorithm for recourse-constrained stochastic linear programs
On stochastic programming. I: Static linear programming under risk
The augmented system variant of IPMs in two-stage stochastic linear programming computation
Accelerating the regularized decomposition method for two stage stochastic linear problems
Robustness in stochastic programming models
Multi-stage stochastic linear programs for portfolio optimization
Solving discrete stochastic linear programs with simple recourse by the dualplex algorithm
Containing groundwater contamination: Planning models using stochastic programming with recourse
Cut sharing for multistage stochastic linear programs with interstage dependency
Decomposition methods in stochastic programming
Duality and equilibrium prices in economics of uncertainty
Stochastic programming for qualification management of parallel machines in semiconductor manufacturing
Parallel decomposition of multistage stochastic programming problems
Efficient solution of two-stage stochastic linear programs using interior point methods
Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
Parallel decomposition of large-scale stochastic nonlinear programs
A cutting plane method from analytic centers for stochastic programming
Simulation-based confidence bounds for two-stage stochastic programs
Multiobjective two-stage stochastic programming problems with interval discrete random variables
Modeling the control effects of the banking system on the functioning of the economy. II: Selection and special features of application of optimization algorithms
Stochastic programming models for air quality management
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
Dual variables in two-stage linear programming under uncertainty
Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs
Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations
Solving two-stage stochastic programming problems with level decomposition
A stochastic soft constraints fuzzy model for a portfolio selection problem
On a problem of convexity and its applications to nonlinear stochastic programming
Sequential importance sampling algorithms for dynamic stochastic programming
George B. Dantzig: a legendary life in mathematical programming
Large-scale optimization with the primal-dual column generation method
On a distributed implementation of a decomposition method for multistage linear stochastic programs
Two-stage stochastic programming problems involving multi-choice parameters
Generalized transportation networks with stochastic demands: An operator theoretic approach
A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system
A regularized decomposition method for minimizing a sum of polyhedral functions
Nested decomposition of multistage nonlinear programs with recourse
Stochastic programming and stochastic control
Two stage linear programming under uncertainty with 0–1 integer first stage variables
Stochastic linear programming method for right-hand sides random vector
On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft
OPTIMAL FACILITY LOCATION UNDER RANDOM DEMAND WITH GENERAL COST STRUCTURE
Piecewise convex programs
Two-stage stochastic programming problems involving interval discrete random variables
Stochastic Programming
Linear programming under uncertainty: A basic property of the optimal solution
Information in two‐stage programming under uncertainty
Parallel processors for planning under uncertainty

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