Cited in
(only showing first 100 items - show all)- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition
- On modelling planning under uncertainty in manufacturing
- scientific article; zbMATH DE number 686924 (Why is no real title available?)
- scientific article; zbMATH DE number 824994 (Why is no real title available?)
- Schumann, a modeling framework for supply chain management under uncertainty
- Some insights into the solution algorithms for SLP problems
- On stages and consistency checks in stochastic programming
- Two-stage linear decision rules for multi-stage stochastic programming
- Locating hybrid fuel cell-turbine power generation units under uncertainty
- Asset and liability management: Recent advances
- Computational solution of capacity planning models under uncertainty
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming
- A management system for decompositions in stochastic programming
- Multistage stochastic programming with fuzzy probability distribution
- Building and solving large-scale stochastic programs on an affordable distributed computing system
- On augmented Lagrangian decomposition methods for multistage stochastic programs
- SLP-IOR: An interactive model management system for stochastic linear programs
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty
- Benders-squared
- On a distributed implementation of a decomposition method for multistage linear stochastic programs
- Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
- MODLER
- Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
- A scenario tree-based decomposition for solving multistage stochastic programs. With application in energy production.
- scientific article; zbMATH DE number 1163102 (Why is no real title available?)
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty
- Hierarchical sparsity in multistage stochastic programs
- SQG: software for solving stochastic programming problems with stochastic quasi-gradient methods
- Extending algebraic modelling languages to support algorithm development for solving stochastic programming models
- Parallel decomposition of multistage stochastic programming problems
- EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
- Models and model value in stochastic programming
- Risk-averse optimization in two-stage stochastic models: computational aspects and a study
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
- Barycentric scenario trees in convex multistage stochastic programming
- scientific article; zbMATH DE number 1304957 (Why is no real title available?)
- A Gaussian upper bound for Gaussian multi-stage stochastic linear programs
- L-SHAPED DECOMPOSITION METHOD FOR MULTI-STAGE STOCHASTIC CONCENTRATOR LOCATION PROBLEM
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model
- Algorithmic implications of duality in stochastic programs.
- Test problems in stochastic multistage programming
- scientific article; zbMATH DE number 5007553 (Why is no real title available?)
- Second-order scenario approximation and refinement in optimization under uncertainty
- Formulation of the Russell-Yasuda Kasai financial planning model
- scientific article; zbMATH DE number 2092610 (Why is no real title available?)
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
- PySP: modeling and solving stochastic programs in Python
- Re-solving stochastic programming models for airline revenue management
- Solving multi-stage stochastic in-house production and outsourcing planning by two-level decomposition
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
- Efficient management of multiple sets to extract complex structures from mathematical programs
- An interval-parameter fuzzy two-stage stochastic program for water resources management under uncertainty
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Improving aggregation bounds for two-stage stochastic programs
- scientific article; zbMATH DE number 1487892 (Why is no real title available?)
- scientific article; zbMATH DE number 1187196 (Why is no real title available?)
- A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition
- Quantified linear programs: a computational study
- StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
- Postoptimality for multistage stochastic linear programs
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty
- scientific article; zbMATH DE number 679873 (Why is no real title available?)
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Solving multistage stochastic network programs on massively prallel computers
- Multi-period stochastic portfolio optimization: block-separable decomposition
- Modeling support for multistage recourse problems
- Multistage stochastic programming: Error analysis for the convex case
- Optimization of Dispersed Energy Supply —Stochastic Programming with Recombining Scenario Trees
- Modelling and analysis of multistage stochastic programming problems: A software environment
- On bridging the gap between stochastic integer programming and MIP solver technologies
- An XML-based schema for stochastic programs
- Cut sharing for multistage stochastic linear programs with interstage dependency
- Stochastic modeling in economics and finance.
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Financial planning via multi-stage stochastic optimization.
- scientific article; zbMATH DE number 1724440 (Why is no real title available?)
- Accelerating techniques on nested decomposition
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Risk-averse two-stage stochastic programming with an application to disaster management
- Adaptive discretization of convex multistage stochastic programs
- The abridged nested decomposition method for multistage stochastic linear programs with relatively complete recourse
- Optimal Flows in Stochastic Dynamic Networks with Congestion
- Scenario formulation in an algebraic modelling language
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- WARSYP: A robust modeling approach for water resources system planning under uncertainty
- Strategic financial risk management and operations research
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
- On solving stochastic production planning problems via scenario modelling
- A log-barrier method with Benders decomposition for solving two-stage stochastic linear programs
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
- Dynamic stochastic programming for asset-liability management
- ARfit
- CMIT
- EMP
- SQG
- CORO
- EVPI
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