Stochastic programming.
Overview
Works: | 32 works in 6 publications in 6 languages |
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Titles
Planning under uncertainty : = solving large-scale stochastic linear programs /
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Stochastic linear programming algorithms : = a comparison based on a model management system /
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Stochastic programming = applications in finance, energy, planning and logistics /
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Stochastic decomposition : = a statistical method for large scale stochastic linear programming /
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Stochastic dynamic programming and the control of queueing systems /
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Stochastic programming = the state of the art in honor of George B. Dantzig /
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A scenario tree-based decomposition for solving multistage stochastic programs = with application in energy production /
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Risk management in stochastic integer programming = with application to dispersed power generation /
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BONUS algorithm for large scale stochastic nonlinear programming problems
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