The following pages link to MSLiP (Q14149):
Displayed 50 items.
- Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming (Q263206) (← links)
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study (Q297279) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- A two-level interior-point decomposition algorithm for multi-stage stochastic capacity planning and technology acquisition (Q548466) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- Solving multistage quantified linear optimization problems with the alpha-beta nested Benders decomposition (Q904957) (← links)
- Solving multi-stage stochastic in-house production and outsourcing planning by two-level decomposition (Q961461) (← links)
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs (Q964982) (← links)
- Adaptive multicut aggregation for two-stage stochastic linear programs with recourse (Q976324) (← links)
- Adaptive discretization of convex multistage stochastic programs (Q1006551) (← links)
- An XML-based schema for stochastic programs (Q1026581) (← links)
- Multistage stochastic programming with fuzzy probability distribution (Q1043313) (← links)
- CORO, a modeling and an algorithmic framework for oil supply, transformation and distribution optimization under uncertainty (Q1124728) (← links)
- Dynamic stochastic programming for asset-liability management (Q1265878) (← links)
- Parallelization and aggregation of nested Benders decomposition (Q1265880) (← links)
- A stochastic dynamic programming model for scheduling of offshore petroleum fields with resource uncertainty (Q1266564) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Accelerating the regularized decomposition method for two stage stochastic linear problems (Q1278964) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- Improving aggregation bounds for two-stage stochastic programs (Q1306461) (← links)
- Stochastic programming with simple integer recourse (Q1315421) (← links)
- A regularized stochastic decomposition algorithm for two-stage stochastic linear programs (Q1318278) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- SLP-IOR: An interactive model management system for stochastic linear programs (Q1363427) (← links)
- Cut sharing for multistage stochastic linear programs with interstage dependency (Q1363428) (← links)
- Barycentric scenario trees in convex multistage stochastic programming (Q1363430) (← links)
- A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs (Q1363435) (← links)
- A model for strategic planning under uncertainty (Q1367885) (← links)
- A Gaussian upper bound for Gaussian multi-stage stochastic linear programs (Q1373757) (← links)
- Stochastic modeling in economics and finance. (Q1396167) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- WARSYP: A robust modeling approach for water resources system planning under uncertainty (Q1593511) (← links)
- Risk-averse two-stage stochastic programming with an application to disaster management (Q1762003) (← links)
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066) (← links)
- Parallel decomposition of multistage stochastic programming problems (Q1803606) (← links)
- Schumann, a modeling framework for supply chain management under uncertainty (Q1806755) (← links)
- Convergent cutting-plane and partial-sampling algorithm for multistage stochastic linear programs with recourse (Q1807682) (← links)
- EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures (Q1808191) (← links)
- Postoptimality for multistage stochastic linear programs (Q1896444) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- Scenario formulation in an algebraic modelling language (Q1904673) (← links)
- SOCRATES: A system for scheduling hydroelectric generation under uncertainty (Q1904675) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling (Q1918429) (← links)
- Solving linear programs with multiple right-hand sides: Pricing and ordering schemes (Q1918430) (← links)
- On augmented Lagrangian decomposition methods for multistage stochastic programs (Q1918433) (← links)
- Solving multistage stochastic network programs on massively prallel computers (Q1918923) (← links)
- On solving stochastic production planning problems via scenario modelling (Q1919106) (← links)
- Re-solving stochastic programming models for airline revenue management (Q1958621) (← links)