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About 10,000 papers for “Stochastic programming”

Stochastic Programming

K. Marti, Peter Kall · Lecture notes in economics and mathematical systems · 1995

Cited by 120

Stochastic programming

Bouza Herrera, Carlos Narciso · CERN Document Server (European Organization for Nuclear Research) · 2017

Cited by 0

Abstract. Remarkable progress has been made in the development of algorithmic procedures and the availability of software for stochastic programming problems. However, some fundamental questions have remained unexplored. This paper identifies the more challenging open questions in the field of stochastic programming. Some are purely technical in nature, but many also go to the foundations of designing models for decision making under uncertainty.

Cited by 0

Stochastic Programming

Auditorium A, Tony Wexler, John Froines · 1995

3:00 p.m. – 4:30 p.m. Breakout Session One — small groups meet on the following research topics: Susceptible Populations (animal and human) Discussion Leaders: Diane Gold/Harvard and Günter Oberdörster/Rochester Panel and Controlled Exposure Studies (design, measurements, end

Cited by 0

Stochastic Programming

Dempster, Michael A. H. 1938- · 1980

Cited by 0

Stochastic Programming

Andrzej Ruszczyński · Wiley StatsRef: Statistics Reference Online · 2014

Cited by 86

Stochastic programming

P. Kall · European Journal of Operational Research · 1982

Cited by 89

Stochastic Programming

Mark Wallace, William Penney Laboratory · 1994

Cited by 0

Stochastic Programming

Sovan Mitra · 2006

Cited by 0

Stochastic Programming

Horand I. Gassmann, William T. Ziemba · World Scientific series in finance · 2012

This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.

Cited by 26

Stochastic Programming

Andrzej M. Brandt, Wojciech Dzieniszewski, Stefan Jendo et al. · 1984

Cited by 22

Stochastic Programming

Archetti, F., DI PILLO, Gianni, Lucertini, M. et al. · IRIS Research product catalog (Sapienza University of Rome) · 1985

Cited by 1

Stochastic Programming

Andreatta, Giovanni, G., Salinetti, R., Wets · Research Padua Archive (University of Padua) · 1995

Cited by 0

Stochastic Programming

Robert M. Apap, Advisor Ignacio, E. Grossmann et al. · 2015

Exogenous\tuncertainty Parameter\tvalues\trevealed\tindependently\tof\toperation\tdecisions Realizations\toccur\tautomatically\tin\teach\ttime\tperiod Market uncertainty (e.g.,\t crude‐oil\tprices) Endogenous\tuncertainty Realizations\tare\taffected\tby\toperation\tdecisions

Cited by 0

Cited by 21