Linear programming under uncertainty
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2011 |
Dantzig, George Bernard |
A probabilistic lower bound for two-stage stochastic programs
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2011 |
Dantzig, George Bernard |
Multistage financial planning models : integrating stochastic programs and policy stimulators
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2011 |
Mulvey, John M. |
Global climate decisions under uncertainty
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2011 |
Manne, Alan Sussmann |
Barycentric bounds in stochastic programming : theory and application
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2011 |
Frauendorfer, Karl |
Stochastic programming approximations using limited moment information, with application to asset allocation
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2011 |
Edirisinghe, N. Chanaka P. |
Risk aversion in two-stage stochastic integer programming
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2011 |
Schultz, Rüdiger |
Growth-security models and stochastic dominance
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2011 |
MacLean, Leonard C. |
Simulation-based optimality tests for stochastic programs
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2011 |
Bayraksan, Güzin |
Portfolio optimization with risk control by stochastic dominance constraints
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2011 |
Dentcheva, Darinka |
Stochastic decomposition and extensions
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2011 |
Sen, Suvrajeet |
Stability and scenario trees for multistage stochastic programs
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2011 |
Heitsch, Holger |
Single-period mean-variance analysis in a changing world
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2011 |
Markowitz, Harry |
Mean-absolute deviation model
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2011 |
Konno, Hiroshi |
Production planning under supply and demand uncertainty : a stochastic programming approach
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2011 |
Higle, Julia L. |
Control of diffusions via linear programming
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2011 |
Han, Jiarui |