SLP-IOR
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Software:15092
swMATH2553MaRDI QIDQ15092FDOQ15092
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Cited In (32)
- Title not available (Why is that?)
- StAMPL: A filtration-oriented modeling tool for multistage stochastic recourse problems
- Computational aspects of minimizing conditional value-at-risk
- Modeling support for multistage recourse problems
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- Modelling and analysis of multistage stochastic programming problems: A software environment
- Title not available (Why is that?)
- On the role of bounds in stochastic linear programming
- Integrated chance constraints: reduced forms and an algorithm
- Title not available (Why is that?)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
- Stochastic integer programming: general models and algorithms
- Title not available (Why is that?)
- Stochastic programming with simple integer recourse
- Title not available (Why is that?)
- On the formulation of stochastic linear programs using algebraic modelling languages
- Algorithms for stochastic mixed-integer programming models
- On the numerical solution of jointly chance constrained problems
- Some insights into the solution algorithms for SLP problems
- Stochastic linear programming. Models, theory, and computation.
- On multiple simple recourse models
- A practical implementation of stochastic programming: an application to the evaluation of option contracts in supply chains
- On the numerical solution of stochastic optimization problems
- Computational solution of capacity planning models under uncertainty
- A management system for decompositions in stochastic programming
- An ALM model for pension funds using integrated chance constraints
- SLP-IOR: An interactive model management system for stochastic linear programs
- Nonsmooth-optimization methods in problems of stochastic programming
- Simplification of recourse models by modification of recourse data
- The generation of experimental data for computational testing in optimization
- A two-stage stochastic programming framework for transportation planning in disaster response
- Title not available (Why is that?)
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