Pages that link to "Item:Q1848394"
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The following pages link to A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394):
Displaying 17 items.
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms (Q434187) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty (Q889106) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Planning hydroelectric resources with recourse-based multistage interval-stochastic programming (Q1731542) (← links)
- Optimization techniques for tree-structured nonlinear problems (Q2221477) (← links)
- A structure-conveying modelling language for mathematical and stochastic programming (Q2267351) (← links)
- Exploiting structure in parallel implementation of interior point methods for optimization (Q2271797) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- A decomposition-based crash-start for stochastic programming (Q2376127) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- A splitting method for stochastic programs (Q2507416) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- A Structure Conveying Parallelizable Modeling Language for Mathematical Programming (Q3613507) (← links)
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization (Q5131691) (← links)
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach (Q6113326) (← links)
