Modelling and analysis of multistage stochastic programming problems: A software environment
From MaRDI portal
Publication:1278966
DOI10.1016/S0377-2217(96)00402-XzbMath0929.90065OpenAlexW2125451237MaRDI QIDQ1278966
Publication date: 18 January 2000
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00402-x
Related Items
Uses Software
Cites Work
- MSLiP: A computer code for the multistage stochastic linear programming problem
- Stochastic network optimization models for investment planning
- A stochastic programming model for money management
- Parallelization and aggregation of nested Benders decomposition
- Production planning via scenario modelling
- Investigating the sparse simplex algorithm on a distributed memory multiprocessor
- Parallel decomposition of multistage stochastic programming problems
- EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures
- Scenario formulation in an algebraic modelling language
- A statistical generalized programming algorithm for stochastic optimization problems
- On the formulation of stochastic linear programs using algebraic modelling languages
- An augmented Lagrangian decomposition method for block diagonal linear programming problems
- Linear Programming under Uncertainty
- A Theory of the Term Structure of Interest Rates
- Scenarios and Policy Aggregation in Optimization Under Uncertainty
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- On stochastic programming ii: dynamic problems under risk∗
- Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods
- Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
- Strategies for Creating Advanced Bases for Large-Scale Linear Programming Problems
- Robust Optimization of Large-Scale Systems
- Optimal Flows in Stochastic Dynamic Networks with Congestion
- A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
- An Exact Algorithm for the Vehicle Routing Problem with Stochastic Demands and Customers
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item