International Series in Operations Research & Management Science - Stochastic Programming
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Published By Springer New York

9781441916419, 9781441916426

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Control of Diffusions via Linear Programming

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_16 ◽

2010 ◽

pp. 329-353 ◽

Cited By ~ 3

Author(s):

Jiarui Han ◽

Benjamin Van Roy

Keyword(s):

Linear Programming

Growth–Security Models and Stochastic Dominance

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_13 ◽

2010 ◽

pp. 277-296

Author(s):

Leonard C. MacLean ◽

Yonggan Zhao ◽

William T. Ziemba

Keyword(s):

Stochastic Dominance ◽

Security Models

Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_12 ◽

2010 ◽

pp. 257-275

Author(s):

John M. Mulvey ◽

Woo Chang Kim

Keyword(s):

Financial Planning ◽

Stochastic Programs ◽

Planning Models

Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_14 ◽

2010 ◽

pp. 297-315 ◽

Cited By ~ 12

Author(s):

Julia L. Higle ◽

Karl G. Kempf

Keyword(s):

Stochastic Programming ◽

Production Planning ◽

Demand Uncertainty ◽

Supply And Demand ◽

Programming Approach

Mean–Absolute Deviation Model

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_11 ◽

2010 ◽

pp. 239-255

Author(s):

Hiroshi Konno

Keyword(s):

Mean Absolute Deviation ◽

Absolute Deviation

Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_6 ◽

2010 ◽

pp. 97-138 ◽

Cited By ~ 9

Author(s):

N. Chanaka P. Edirisinghe

Keyword(s):

Stochastic Programming ◽

Asset Allocation

Global Climate Decisions Under Uncertainty

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_15 ◽

2010 ◽

pp. 317-327

Author(s):

Alan S. Manne

Keyword(s):

Global Climate ◽

Decisions Under Uncertainty

Risk Aversion in Two-Stage Stochastic Integer Programming

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_8 ◽

2010 ◽

pp. 165-187 ◽

Cited By ~ 2

Author(s):

Rüdiger Schultz

Keyword(s):

Integer Programming ◽

Risk Aversion ◽

Stochastic Integer Programming ◽

Two Stage

Barycentric Bounds in Stochastic Programming: Theory and Application

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_5 ◽

2010 ◽

pp. 67-96

Author(s):

Karl Frauendorfer ◽

Daniel Kuhn ◽

Michael Schürle

Keyword(s):

Stochastic Programming ◽

Programming Theory

A Probabilistic Lower Bound for Two-Stage Stochastic Programs

International Series in Operations Research & Management Science - Stochastic Programming ◽

10.1007/978-1-4419-1642-6_2 ◽

2010 ◽

pp. 13-35

Author(s):

George B. Dantzig ◽

Gerd Infanger

Keyword(s):

Lower Bound ◽

Two Stage ◽

Stochastic Programs

International Series in Operations Research & Management Science - Stochastic ProgrammingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Control of Diffusions via Linear Programming

Growth–Security Models and Stochastic Dominance

Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators

Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach

Mean–Absolute Deviation Model

Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation

Global Climate Decisions Under Uncertainty

Risk Aversion in Two-Stage Stochastic Integer Programming

Barycentric Bounds in Stochastic Programming: Theory and Application

A Probabilistic Lower Bound for Two-Stage Stochastic Programs

International Series in Operations Research & Management Science - Stochastic Programming
Latest Publications