-
1
-
-
9644308639
-
Partitioning procedures for solving mixed-variable programming problems
-
Benders, J.F. (1962), "Partitioning procedures for solving mixed-variable programming problems", Numerische Mathematik 4, 238-252.
-
(1962)
Numerische Mathematik
, vol.4
, pp. 238-252
-
-
Benders, J.F.1
-
2
-
-
0022129190
-
Decomposition and partitioning methods for multi-stage stochastic linear programming
-
Birge, J.R. (1985), "Decomposition and partitioning methods for multi-stage stochastic linear programming", Operations Research 33, 989-1007.
-
(1985)
Operations Research
, vol.33
, pp. 989-1007
-
-
Birge, J.R.1
-
3
-
-
0001803205
-
Parallel processors for planning under uncertainty
-
Dantzig, G.B., and Glynn, P.W. (1990), "Parallel processors for planning under uncertainty", Annals of Operations Research 22, 1-21.
-
(1990)
Annals of Operations Research
, vol.22
, pp. 1-21
-
-
Dantzig, G.B.1
Glynn, P.W.2
-
4
-
-
0042240291
-
Large-scale stochastic linear programs: Importance sampling and Benders decomposition
-
C. Brezinski and U. Kulisch (eds.): Computational and Applied Mathematics 1 - Algorithms and Theory, Dublin, Ireland, July 1991, North-Holland, Amsterdam
-
Dantzig, G.B., and Infanger, G. (1992), "Large-scale stochastic linear programs: Importance sampling and Benders decomposition", in: C. Brezinski and U. Kulisch (eds.): Computational and Applied Mathematics 1 - Algorithms and Theory, Proceedings of the 13th IMACS World Congress, Dublin, Ireland, July 1991, North-Holland, Amsterdam, 111-120.
-
(1992)
Proceedings of the 13th IMACS World Congress
, pp. 111-120
-
-
Dantzig, G.B.1
Infanger, G.2
-
5
-
-
21344485052
-
Multi-stage stochastic linear programs for portfolio optimization
-
Dantzig, G.B., and Infanger, G. (1993), "Multi-stage stochastic linear programs for portfolio optimization", Annals of Operations Research 45, 59-76.
-
(1993)
Annals of Operations Research
, vol.45
, pp. 59-76
-
-
Dantzig, G.B.1
Infanger, G.2
-
6
-
-
0040389866
-
A probabilistic lower bound for two-stage stochastic programs
-
Technical Report SOL 95-6, Department of Operations Research, Stanford University
-
Dantzig, G.B., and Infanger, G. (1995), "A probabilistic lower bound for two-stage stochastic programs", Technical Report SOL 95-6, Department of Operations Research, Stanford University, submitted to Mathematical Programming.
-
(1995)
Mathematical Programming
-
-
Dantzig, G.B.1
Infanger, G.2
-
7
-
-
0001240715
-
Importance sampling for stochastic simulation
-
Glynn, P.W., and Iglehart, D.L. (1989), "Importance sampling for stochastic simulation", Management Science 35, 1367-1392.
-
(1989)
Management Science
, vol.35
, pp. 1367-1392
-
-
Glynn, P.W.1
Iglehart, D.L.2
-
8
-
-
34249830842
-
Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
-
Infanger, G. (1992), "Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs", Annals of Operations Research 39, 69-95.
-
(1992)
Annals of Operations Research
, vol.39
, pp. 69-95
-
-
Infanger, G.1
-
9
-
-
85033108849
-
Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs
-
Technical Report SOL 93-7, Department of Operations Research, Stanford University
-
Infanger, G. (1993), "Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs", Technical Report SOL 93-7, Department of Operations Research, Stanford University, submitted to Mathematical Programming.
-
(1993)
Mathematical Programming
-
-
Infanger, G.1
-
11
-
-
0000192591
-
Cut sharing for multistage stochastic linear programs with interstage dependency
-
Infanger, G., and Morton, D. (1996), "Cut sharing for multistage stochastic linear programs with interstage dependency", Mathematical Programming, Series B 75/2, 241-256.
-
(1996)
Mathematical Programming, Series B
, vol.75
, Issue.2
, pp. 241-256
-
-
Infanger, G.1
Morton, D.2
-
12
-
-
85033122630
-
-
Technical Note, DEE-PUC/RJ, Catholic University of Rio de Janeiro, Caixa Postal 38 063 Gávea, Rio de Janeiro RJ CEP 22452, Brazil
-
Pereira, M.V., and Pinto, L.M.V.G. (1989) "Stochastic dual dynamic programming", Technical Note, DEE-PUC/RJ, Catholic University of Rio de Janeiro, Caixa Postal 38 063 Gávea, Rio de Janeiro RJ CEP 22452, Brazil.
-
(1989)
Stochastic Dual Dynamic Programming
-
-
Pereira, M.V.1
Pinto, L.M.V.G.2
-
13
-
-
0014534894
-
L-shaped linear programs with applications to optimal control and stochastic programming
-
Van Slyke, R.M., and Wets, R.J.-B. (1969), "L-shaped linear programs with applications to optimal control and stochastic programming", SIAM Journal on Applied Mathematics 17, 638-663.
-
(1969)
SIAM Journal on Applied Mathematics
, vol.17
, pp. 638-663
-
-
Van Slyke, R.M.1
Wets, R.J.-B.2
|