scientific article; zbMATH DE number 5007547

MaRDI QIDQ3372253zbMATH OpenFDO

Authors P. Kall, J. Mayer

Publication date 20 February 2006

zbMATH Keywords

stochastic linear programmingalgebraic modeling system

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

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Cited in

(11)

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• An ALM model for pension funds using integrated chance constraints
• scientific article; zbMATH DE number 775094 (Why is no real title available?)
• Some insights into the solution algorithms for SLP problems
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• MSLiP: A computer code for the multistage stochastic linear programming problem

Describes a project that uses

Uses Software

• MSLiP
• SLP-IOR
• HOPDM
• SMPS reader
• GAMS

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