Cited in
(23)- A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice
- scientific article; zbMATH DE number 1187196 (Why is no real title available?)
- An approach to the valuation and decision of ERP investment projects based on real options
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures
- Modelling and analysis of multistage stochastic programming problems: A software environment
- Optimisation of stochastic programming by hidden Markov modelling based scenario generation
- Investment and the dynamic cost of income uncertainty: the case of diminishing expectations in agriculture
- MSLiP
- SLP-IOR
- DDSIP
- FortMP
- Aggregation and discretization in multistage stochastic programming
- Epi-convergent discretizations of stochastic programs via integration quadratures
- Evaluation of scenario generation methods for stochastic programming
- Convergent bounds for stochastic programs with expected value constraints
- Sequential importance sampling algorithms for dynamic stochastic programming
- Computational solution of capacity planning models under uncertainty
- A stochastic integer programming approach to air traffic scheduling and operations
- Modelling and solving environments for mathematical programming (MP): a status review and new directions
- scientific article; zbMATH DE number 5589684 (Why is no real title available?)
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model
- Test problems in stochastic multistage programming
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